-16.3%
SOUN vs MKTX
-33.9%
+17.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.8% | -0.2% | -6.7% | -6.8% |
| 30D | -15.2% | +0.8% | -16.1% | -15.3% |
| 3M | -7.0% | +41.1% | -48.1% | -11.2% |
| 6M | -20.5% | -9.5% | -11.0% | -20.3% |
| YTD | -37.0% | -8.7% | -28.3% | -37.0% |
| 1Y | -55.3% | -10.0% | -45.3% | -55.2% |
| 3Y | +173.0% | -24.6% | +197.7% | +174.5% |
| All | -16.3% | -33.9% | +17.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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