-71.4%
SOUN vs MTB
+27.0%
-98.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.6% |
| 7D | -2.7% | +2.0% | -4.7% | -3.1% |
| 30D | -26.5% | +2.9% | -29.5% | -27.0% |
| 3M | -33.6% | -10.7% | -23.0% | -32.2% |
| 6M | -54.4% | +6.3% | -60.7% | -56.3% |
| YTD | -56.7% | +13.8% | -70.5% | -62.6% |
| 1Y | -71.4% | +27.7% | -99.2% | -78.9% |
| All | -71.4% | +27.0% | -98.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling