-16.3%
SOUN vs M
-2.7%
-13.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -0.9% |
| 7D | -6.8% | -8.8% | +1.9% | -2.8% |
| 30D | -15.2% | -16.4% | +1.1% | -8.0% |
| 3M | -7.0% | -10.8% | +3.8% | -2.6% |
| 6M | -20.5% | +16.1% | -36.6% | -27.3% |
| YTD | -37.0% | -5.3% | -31.7% | -37.2% |
| 1Y | -55.3% | +24.9% | -80.2% | -61.5% |
| 3Y | +173.0% | +97.5% | +75.5% | +77.0% |
| All | -16.3% | -2.7% | -13.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling