-12.4%
SOUN vs M
+6.6%
-19.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.3% |
| 7D | -4.1% | +2.4% | -6.5% | -5.2% |
| 30D | -18.1% | -11.6% | -6.5% | -13.3% |
| 3M | -12.3% | +1.6% | -13.9% | -13.7% |
| 6M | -18.6% | +25.2% | -43.8% | -28.1% |
| YTD | -34.1% | +3.8% | -37.9% | -37.0% |
| 1Y | -57.0% | +36.3% | -93.4% | -64.5% |
| 3Y | +185.7% | +116.3% | +69.3% | +77.6% |
| All | -12.4% | +6.6% | -19.0% | -20.8% |
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