+178.2%
SOUN vs NYT
+56.2%
+122.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -7.1% | -0.6% | -6.5% | -6.9% |
| 30D | -15.4% | +4.6% | -20.0% | -17.1% |
| 3M | -10.6% | -9.6% | -1.0% | -8.1% |
| 6M | -19.6% | -14.0% | -5.6% | -15.7% |
| YTD | -37.2% | -2.8% | -34.4% | -39.2% |
| 1Y | -57.1% | +15.6% | -72.7% | -63.6% |
| 3Y | +178.2% | +56.3% | +121.9% | +60.1% |
| All | +178.2% | +56.2% | +122.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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