+178.2%
SOUN vs NTRS
+168.2%
+10.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.4% |
| 7D | -7.1% | +1.4% | -8.5% | -8.5% |
| 30D | -15.4% | -0.7% | -14.8% | -15.1% |
| 3M | -10.6% | +11.3% | -21.9% | -20.8% |
| 6M | -19.6% | +35.5% | -55.2% | -44.4% |
| YTD | -37.2% | +40.6% | -77.8% | -58.2% |
| 1Y | -57.1% | +49.2% | -106.3% | -73.4% |
| 3Y | +178.2% | +167.2% | +11.0% | -20.2% |
| All | +178.2% | +168.2% | +10.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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