-16.3%
SOUN vs IR
+64.4%
-80.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.5% |
| 7D | -6.8% | -3.1% | -3.8% | -4.3% |
| 30D | -15.2% | -14.0% | -1.2% | -3.5% |
| 3M | -7.0% | +3.7% | -10.7% | -12.2% |
| 6M | -20.5% | -15.4% | -5.1% | -11.3% |
| YTD | -37.0% | -7.7% | -29.3% | -36.5% |
| 1Y | -55.3% | -8.8% | -46.5% | -54.8% |
| 3Y | +173.0% | +5.6% | +167.5% | +166.0% |
| All | -16.3% | +64.4% | -80.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling