-48.4%
SOUN vs COO
-32.9%
-15.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -6.1% | +4.5% | -10.6% | -7.8% |
| 30D | -28.2% | +16.9% | -45.1% | -33.1% |
| 3M | -48.1% | -16.7% | -31.4% | -44.1% |
| 6M | -56.4% | +5.9% | -62.4% | -59.3% |
| YTD | -61.2% | -22.4% | -38.7% | -56.8% |
| 1Y | -73.1% | -10.1% | -63.0% | -72.4% |
| 3Y | +116.2% | -22.8% | +139.0% | +134.3% |
| All | -48.4% | -32.9% | -15.5% | -24.3% |
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