+94.5%
SOUN vs PR
+84.5%
+10.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.8% |
| 7D | -6.1% | -9.5% | +3.4% | -2.3% |
| 30D | -28.2% | -5.7% | -22.5% | -27.1% |
| 3M | -48.1% | +3.0% | -51.1% | -50.0% |
| 6M | -56.4% | +11.8% | -68.2% | -60.5% |
| YTD | -61.2% | +58.5% | -119.7% | -72.8% |
| 1Y | -73.1% | +69.9% | -143.0% | -82.1% |
| All | +94.5% | +84.5% | +10.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling