-16.5%
SOUN vs MET
+64.6%
-81.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.7% |
| 7D | -7.1% | -0.5% | -6.6% | -6.7% |
| 30D | -15.4% | +0.5% | -15.9% | -16.2% |
| 3M | -10.6% | +11.6% | -22.2% | -21.5% |
| 6M | -19.6% | +40.8% | -60.4% | -45.5% |
| YTD | -37.2% | +25.7% | -62.9% | -52.2% |
| 1Y | -57.1% | +24.4% | -81.4% | -67.1% |
| 3Y | +178.2% | +67.5% | +110.8% | +60.8% |
| All | -16.5% | +64.6% | -81.1% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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