-12.4%
SOUN vs IR
+69.0%
-81.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.6% |
| 30D | -18.1% | -13.6% | -4.5% | -7.1% |
| 3M | -12.3% | +3.7% | -16.0% | -17.2% |
| 6M | -18.6% | -13.1% | -5.5% | -11.2% |
| YTD | -34.1% | -5.1% | -29.0% | -35.1% |
| 1Y | -57.0% | -6.5% | -50.6% | -57.5% |
| 3Y | +185.7% | +8.5% | +177.1% | +171.8% |
| All | -12.4% | +69.0% | -81.4% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling