-48.4%
SOUN vs PL
+175.0%
-223.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -6.1% | +5.6% | -11.7% | -8.8% |
| 30D | -28.2% | -16.9% | -11.3% | -24.5% |
| 3M | -48.1% | -38.2% | -9.9% | -40.2% |
| 6M | -56.4% | -63.4% | +7.0% | -41.9% |
| YTD | -61.2% | -27.6% | -33.5% | -62.5% |
| 1Y | -73.1% | +6.6% | -79.7% | -78.3% |
| 3Y | +116.2% | +557.6% | -441.4% | -29.2% |
| All | -48.4% | +175.0% | -223.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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