-45.2%
SOUN vs M
+10.5%
-55.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -1.4% |
| 7D | -2.6% | -4.3% | +1.7% | -0.7% |
| 30D | -27.0% | +1.3% | -28.3% | -27.6% |
| 3M | -41.9% | -7.4% | -34.6% | -40.2% |
| 6M | -56.1% | +18.3% | -74.5% | -60.3% |
| YTD | -58.8% | +7.6% | -66.4% | -61.4% |
| 1Y | -71.1% | +17.4% | -88.5% | -74.3% |
| 3Y | +130.9% | +108.4% | +22.5% | +45.2% |
| All | -45.2% | +10.5% | -55.7% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling