-10.1%
SOUN vs NTAP
+170.7%
-180.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.2% | -0.8% | -4.4% | -4.8% |
| 30D | +4.8% | -0.5% | +5.4% | +4.5% |
| 3M | -15.9% | +4.1% | -19.9% | -18.6% |
| 6M | -17.4% | +88.0% | -105.4% | -48.0% |
| YTD | -32.4% | +75.6% | -108.0% | -55.6% |
| 1Y | -49.3% | +58.9% | -108.2% | -63.9% |
| 3Y | +167.5% | +153.6% | +13.9% | +32.6% |
| All | -10.1% | +170.7% | -180.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling