-52.0%
SOUN vs IR
+92.0%
-144.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.3% | -8.2% | -8.2% |
| 7D | -15.5% | +4.3% | -19.7% | -18.6% |
| 30D | -26.2% | +8.1% | -34.3% | -31.5% |
| 3M | -51.4% | +0.7% | -52.0% | -52.3% |
| 6M | -55.3% | +16.6% | -72.0% | -62.5% |
| YTD | -63.9% | +7.8% | -71.7% | -68.5% |
| 1Y | -72.8% | +9.9% | -82.7% | -76.9% |
| 3Y | +101.1% | +25.2% | +75.9% | +67.9% |
| All | -52.0% | +92.0% | -144.0% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling