+94.5%
SOUN vs COO
-22.9%
+117.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -6.1% | +4.5% | -10.6% | -7.9% |
| 30D | -28.2% | +16.9% | -45.1% | -33.4% |
| 3M | -48.1% | -16.7% | -31.4% | -43.7% |
| 6M | -56.4% | +5.9% | -62.4% | -59.7% |
| YTD | -61.2% | -22.4% | -38.7% | -55.9% |
| 1Y | -73.1% | -10.1% | -63.0% | -72.2% |
| All | +94.5% | -22.9% | +117.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling