+188.0%
SOUN vs NTAP
+146.1%
+41.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.1% |
| 7D | -4.4% | +2.2% | -6.6% | -5.6% |
| 30D | -13.1% | -7.0% | -6.1% | -9.9% |
| 3M | -7.7% | +12.3% | -20.0% | -14.4% |
| 6M | -21.2% | +85.1% | -106.3% | -47.9% |
| YTD | -35.0% | +74.8% | -109.8% | -55.6% |
| 1Y | -56.4% | +52.7% | -109.0% | -67.1% |
| All | +188.0% | +146.1% | +41.9% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling