-13.6%
SOUN vs IR
+65.6%
-79.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | +0.4% |
| 7D | -4.4% | -1.9% | -2.5% | -2.8% |
| 30D | -13.1% | -15.0% | +1.9% | -0.1% |
| 3M | -7.7% | -0.4% | -7.3% | -9.6% |
| 6M | -21.2% | -15.0% | -6.1% | -12.3% |
| YTD | -35.0% | -7.1% | -28.0% | -34.8% |
| 1Y | -56.4% | -7.5% | -48.8% | -56.5% |
| 3Y | +181.7% | +6.3% | +175.4% | +172.9% |
| All | -13.6% | +65.6% | -79.2% | -40.5% |
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