-16.5%
SOUN vs COO
-43.1%
+26.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -7.1% | -22.5% | +15.4% | +3.6% |
| 30D | -15.4% | -29.7% | +14.3% | -1.4% |
| 3M | -10.6% | -20.1% | +9.6% | -3.0% |
| 6M | -19.6% | -26.9% | +7.3% | -8.9% |
| YTD | -37.2% | -34.2% | -3.0% | -24.5% |
| 1Y | -57.1% | -21.3% | -35.8% | -53.1% |
| 3Y | +178.2% | -38.7% | +216.9% | +232.5% |
| All | -16.5% | -43.1% | +26.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling