-52.0%
SOUN vs P
+264.4%
-316.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.3% | -9.6% |
| 7D | -15.5% | +17.8% | -33.3% | -22.6% |
| 30D | -26.2% | -29.9% | +3.6% | -14.1% |
| 3M | -51.4% | -1.2% | -50.2% | -54.0% |
| 6M | -55.3% | +32.1% | -87.5% | -65.6% |
| YTD | -63.9% | +64.3% | -128.2% | -76.4% |
| 1Y | -72.8% | +24.3% | -97.1% | -80.1% |
| 3Y | +101.1% | +203.2% | -102.1% | -26.2% |
| All | -52.0% | +264.4% | -316.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling