-46.0%
SOUN vs RF
+63.0%
-109.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -3.5% |
| 7D | -1.0% | -0.1% | -0.8% | -0.9% |
| 30D | -24.9% | +7.0% | -31.9% | -29.7% |
| 3M | -49.5% | -7.0% | -42.5% | -46.3% |
| 6M | -54.4% | +6.8% | -61.2% | -58.3% |
| YTD | -59.4% | +9.9% | -69.3% | -64.3% |
| 1Y | -71.4% | +21.1% | -92.5% | -77.2% |
| 3Y | +134.1% | +119.6% | +14.5% | +3.6% |
| All | -46.0% | +63.0% | -109.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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