-53.5%
SOUN vs IT
-34.3%
-19.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.3% |
| 7D | -15.1% | +1.1% | -16.2% | -15.4% |
| 30D | -23.0% | -1.8% | -21.1% | -23.4% |
| 3M | -53.3% | +4.8% | -58.2% | -55.3% |
| 6M | -58.6% | +33.0% | -91.6% | -66.1% |
| YTD | -65.0% | -23.8% | -41.2% | -61.2% |
| 1Y | -71.4% | -16.5% | -54.9% | -70.4% |
| 3Y | +75.4% | -53.6% | +129.0% | +185.9% |
| All | -53.5% | -34.3% | -19.1% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling