-53.5%
SOUN vs GAP
+99.3%
-152.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.7% |
| 7D | -15.1% | -1.9% | -13.2% | -14.5% |
| 30D | -23.0% | -7.1% | -15.9% | -20.9% |
| 3M | -53.3% | +4.1% | -57.4% | -54.5% |
| 6M | -58.6% | +1.9% | -60.5% | -60.1% |
| YTD | -65.0% | -15.2% | -49.8% | -64.2% |
| 1Y | -71.4% | -10.6% | -60.8% | -71.6% |
| 3Y | +75.4% | +74.6% | +0.8% | +21.8% |
| All | -53.5% | +99.3% | -152.8% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling