-53.5%
SOUN vs NOC
+35.5%
-88.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -15.1% | +4.8% | -19.9% | -15.7% |
| 30D | -23.0% | +11.0% | -34.0% | -24.4% |
| 3M | -53.3% | -3.8% | -49.5% | -53.0% |
| 6M | -58.6% | +0.6% | -59.2% | -58.7% |
| YTD | -65.0% | -2.3% | -62.7% | -64.9% |
| 1Y | -71.4% | +0.3% | -71.7% | -71.5% |
| 3Y | +75.4% | +24.6% | +50.8% | +63.9% |
| All | -53.5% | +35.5% | -88.9% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling