-16.5%
SOUN vs NTAP
+190.7%
-207.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.9% | -5.4% |
| 7D | -7.1% | +7.4% | -14.5% | -11.3% |
| 30D | -15.4% | -1.4% | -14.0% | -15.2% |
| 3M | -10.6% | +24.6% | -35.1% | -23.0% |
| 6M | -19.6% | +105.9% | -125.5% | -52.4% |
| YTD | -37.2% | +88.5% | -125.7% | -60.6% |
| 1Y | -57.1% | +62.1% | -119.2% | -69.8% |
| 3Y | +178.2% | +169.1% | +9.2% | +33.1% |
| All | -16.5% | +190.7% | -207.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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