-10.1%
SOUN vs EW
-18.4%
+8.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +4.8% | +1.0% | +3.8% | +4.4% |
| 3M | -15.9% | +2.8% | -18.7% | -16.9% |
| 6M | -17.4% | +5.5% | -22.9% | -19.0% |
| YTD | -32.4% | +5.5% | -37.9% | -33.7% |
| 1Y | -49.3% | +11.0% | -60.3% | -51.2% |
| 3Y | +167.5% | +17.7% | +149.8% | +133.6% |
| All | -10.1% | -18.4% | +8.3% | +33.9% |
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