-16.5%
SOUN vs JBL
+456.6%
-473.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -3.9% |
| 7D | -7.1% | +2.4% | -9.5% | -8.8% |
| 30D | -15.4% | -13.1% | -2.3% | -7.4% |
| 3M | -10.6% | -15.6% | +5.0% | -1.1% |
| 6M | -19.6% | +24.6% | -44.2% | -35.8% |
| YTD | -37.2% | +39.6% | -76.8% | -54.6% |
| 1Y | -57.1% | +48.6% | -105.7% | -70.5% |
| 3Y | +178.2% | +197.3% | -19.0% | +7.5% |
| All | -16.5% | +456.6% | -473.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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