-51.4%
SOUN vs M
+19.6%
-71.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -2.0% |
| 7D | -2.6% | -4.3% | +1.7% | -1.3% |
| 30D | -27.0% | +1.3% | -28.3% | -27.3% |
| 3M | -41.9% | -7.4% | -34.6% | -40.7% |
| All | -51.4% | +19.6% | -71.0% | -56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling