-12.4%
SOUN vs PLUG
-89.9%
+77.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.7% | -3.7% |
| 7D | -4.1% | +8.1% | -12.2% | -6.3% |
| 30D | -18.1% | +3.7% | -21.7% | -19.0% |
| 3M | -12.3% | -29.2% | +16.9% | -3.4% |
| 6M | -18.6% | +6.1% | -24.7% | -22.7% |
| YTD | -34.1% | +14.7% | -48.8% | -39.9% |
| 1Y | -57.0% | +56.9% | -114.0% | -66.3% |
| 3Y | +185.7% | -71.6% | +257.3% | +202.9% |
| All | -12.4% | -89.9% | +77.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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