+188.0%
SOUN vs IT
-52.2%
+240.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | -4.4% | -9.1% | +4.7% | -0.9% |
| 30D | -13.1% | -12.2% | -1.0% | -8.8% |
| 3M | -7.7% | +7.8% | -15.5% | -13.8% |
| 6M | -21.2% | +2.0% | -23.2% | -24.8% |
| YTD | -35.0% | -32.7% | -2.3% | -21.4% |
| 1Y | -56.4% | -31.1% | -25.3% | -48.4% |
| All | +188.0% | -52.2% | +240.2% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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