-53.5%
SOUN vs COR
+137.9%
-191.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.0% | -2.6% |
| 7D | -15.1% | +7.8% | -22.9% | -14.0% |
| 30D | -23.0% | +7.0% | -30.0% | -22.0% |
| 3M | -53.3% | +16.3% | -69.6% | -52.0% |
| 6M | -58.6% | +41.3% | -99.8% | -55.9% |
| YTD | -65.0% | +7.1% | -72.1% | -63.7% |
| 1Y | -71.4% | -0.8% | -70.6% | -70.7% |
| 3Y | +75.4% | +85.0% | -9.6% | +90.3% |
| All | -53.5% | +137.9% | -191.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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