-10.1%
SOUN vs M
+9.4%
-19.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.2% |
| 7D | -5.2% | +4.7% | -9.9% | -7.3% |
| 30D | +4.8% | -9.6% | +14.5% | +9.8% |
| 3M | -15.9% | +0.9% | -16.7% | -16.9% |
| 6M | -17.4% | +22.3% | -39.7% | -26.2% |
| YTD | -32.4% | +6.5% | -38.9% | -36.1% |
| 1Y | -49.3% | +38.8% | -88.1% | -58.4% |
| 3Y | +167.5% | +115.9% | +51.6% | +66.4% |
| All | -10.1% | +9.4% | -19.6% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling