-53.5%
SOUN vs NTAP
+165.2%
-218.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -1.7% |
| 7D | -15.1% | +7.2% | -22.3% | -18.4% |
| 30D | -23.0% | -18.4% | -4.6% | -14.9% |
| 3M | -53.3% | -11.3% | -42.0% | -51.5% |
| 6M | -58.6% | +53.8% | -112.3% | -70.7% |
| YTD | -65.0% | +72.0% | -137.0% | -77.5% |
| 1Y | -71.4% | +68.0% | -139.5% | -81.3% |
| 3Y | +75.4% | +149.5% | -74.1% | -15.1% |
| All | -53.5% | +165.2% | -218.6% | -76.1% |
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