+94.5%
SOUN vs IR
+26.3%
+68.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -3.4% |
| 7D | -6.1% | +1.5% | -7.6% | -7.6% |
| 30D | -28.2% | +9.0% | -37.2% | -34.2% |
| 3M | -48.1% | -0.9% | -47.3% | -48.3% |
| 6M | -56.4% | +13.4% | -69.8% | -63.0% |
| YTD | -61.2% | +8.5% | -69.6% | -67.3% |
| 1Y | -73.1% | +11.3% | -84.4% | -78.3% |
| All | +94.5% | +26.3% | +68.1% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling