-16.3%
SOUN vs OMC
+16.3%
-32.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -4.2% |
| 7D | -6.8% | -6.2% | -0.6% | -2.4% |
| 30D | -15.2% | -7.6% | -7.7% | -10.4% |
| 3M | -7.0% | +7.4% | -14.4% | -13.7% |
| 6M | -20.5% | +0.1% | -20.7% | -22.1% |
| YTD | -37.0% | +0.4% | -37.4% | -39.6% |
| 1Y | -55.3% | +7.8% | -63.1% | -60.8% |
| 3Y | +173.0% | +11.8% | +161.2% | +138.5% |
| All | -16.3% | +16.3% | -32.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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