-16.3%
SOUN vs JAAA
+26.7%
-43.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.8% | +0.1% | -6.9% | -6.6% |
| 30D | -15.2% | +0.4% | -15.7% | -14.3% |
| 3M | -7.0% | +1.2% | -8.2% | -3.9% |
| 6M | -20.5% | +2.7% | -23.2% | -14.7% |
| YTD | -37.0% | +3.2% | -40.2% | -31.3% |
| 1Y | -55.3% | +4.8% | -60.1% | -48.7% |
| 3Y | +173.0% | +19.0% | +154.1% | +654.4% |
| All | -16.3% | +26.7% | -43.0% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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