-12.4%
SOUN vs OMC
+18.7%
-31.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.2% |
| 7D | -4.1% | -5.8% | +1.7% | 0.0% |
| 30D | -18.1% | -4.8% | -13.3% | -15.2% |
| 3M | -12.3% | +9.2% | -21.5% | -19.6% |
| 6M | -18.6% | -2.5% | -16.1% | -18.3% |
| YTD | -34.1% | +2.6% | -36.7% | -37.7% |
| 1Y | -57.0% | +5.9% | -63.0% | -61.3% |
| 3Y | +185.7% | +14.2% | +171.5% | +145.9% |
| All | -12.4% | +18.7% | -31.1% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling