-16.3%
SOUN vs NTAP
+167.8%
-184.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | -6.8% | -1.0% | -5.9% | -6.3% |
| 30D | -15.2% | -7.5% | -7.8% | -11.4% |
| 3M | -7.0% | +14.6% | -21.6% | -15.5% |
| 6M | -20.5% | +91.0% | -111.5% | -50.6% |
| YTD | -37.0% | +73.7% | -110.7% | -58.4% |
| 1Y | -55.3% | +51.2% | -106.5% | -67.1% |
| 3Y | +173.0% | +146.1% | +26.9% | +38.4% |
| All | -16.3% | +167.8% | -184.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling