-16.5%
SOUN vs GAP
+102.0%
-118.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.4% |
| 7D | -7.1% | -4.1% | -3.0% | -5.7% |
| 30D | -15.4% | +6.2% | -21.6% | -17.9% |
| 3M | -10.6% | -0.7% | -9.9% | -11.5% |
| 6M | -19.6% | -7.1% | -12.5% | -19.7% |
| YTD | -37.2% | -14.1% | -23.1% | -35.9% |
| 1Y | -57.1% | -8.5% | -48.6% | -57.7% |
| 3Y | +178.2% | +115.4% | +62.9% | +74.9% |
| All | -16.5% | +102.0% | -118.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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