-48.4%
SOUN vs P
+237.6%
-286.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | -6.1% | -13.3% | +7.3% | -0.5% |
| 30D | -28.2% | -34.0% | +5.8% | -13.7% |
| 3M | -48.1% | +4.1% | -52.2% | -52.7% |
| 6M | -56.4% | +30.5% | -86.9% | -66.6% |
| YTD | -61.2% | +52.2% | -113.4% | -73.6% |
| 1Y | -73.1% | +10.3% | -83.4% | -79.0% |
| 3Y | +116.2% | +180.9% | -64.7% | -17.4% |
| All | -48.4% | +237.6% | -286.0% | -78.7% |
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