-16.3%
SOUN vs QS
-65.7%
+49.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -6.8% | -5.0% | -1.9% | -5.0% |
| 30D | -15.2% | -18.3% | +3.0% | -8.0% |
| 3M | -7.0% | -26.0% | +19.0% | +4.1% |
| 6M | -20.5% | -24.0% | +3.5% | -13.4% |
| YTD | -37.0% | -50.3% | +13.3% | -18.7% |
| 1Y | -55.3% | -38.0% | -17.3% | -50.0% |
| 3Y | +173.0% | -24.6% | +197.6% | +126.8% |
| All | -16.3% | -65.7% | +49.5% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling