-53.5%
SOUN vs EW
-2.7%
-50.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.3% | -3.5% |
| 7D | -15.1% | +4.9% | -20.0% | -16.5% |
| 30D | -23.0% | +23.9% | -46.9% | -28.6% |
| 3M | -53.3% | +15.8% | -69.1% | -55.8% |
| 6M | -58.6% | +31.7% | -90.2% | -62.6% |
| YTD | -65.0% | +25.7% | -90.7% | -67.8% |
| 1Y | -71.4% | +24.4% | -95.9% | -73.7% |
| 3Y | +75.4% | +65.9% | +9.5% | +32.8% |
| All | -53.5% | -2.7% | -50.7% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling