+75.4%
SOUN vs EW
+62.8%
+12.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.3% | -3.4% |
| 7D | -15.1% | +4.9% | -20.0% | -16.2% |
| 30D | -23.0% | +23.9% | -46.9% | -27.2% |
| 3M | -53.3% | +15.8% | -69.1% | -55.2% |
| 6M | -58.6% | +31.7% | -90.2% | -61.6% |
| YTD | -65.0% | +25.7% | -90.7% | -67.2% |
| 1Y | -71.4% | +24.4% | -95.9% | -73.1% |
| 3Y | +75.4% | +65.9% | +9.5% | +41.3% |
| All | +75.4% | +62.8% | +12.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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