-49.3%
SOUN vs NOC
-10.0%
-39.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | -5.2% | -5.2% | 0.0% | -3.8% |
| 30D | +4.8% | -7.2% | +12.0% | +7.1% |
| 3M | -15.9% | -5.1% | -10.7% | -14.6% |
| 6M | -17.4% | -31.1% | +13.7% | -2.7% |
| YTD | -32.4% | -8.6% | -23.8% | -34.3% |
| 1Y | -49.3% | -9.7% | -39.6% | -47.5% |
| All | -49.3% | -10.0% | -39.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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