-48.4%
SOUN vs RF
+61.7%
-110.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.7% |
| 7D | -6.1% | +0.3% | -6.4% | -6.4% |
| 30D | -28.2% | +6.2% | -34.4% | -32.3% |
| 3M | -48.1% | -7.8% | -40.3% | -44.3% |
| 6M | -56.4% | +5.9% | -62.3% | -59.9% |
| YTD | -61.2% | +9.0% | -70.2% | -65.7% |
| 1Y | -73.1% | +19.3% | -92.4% | -78.3% |
| 3Y | +116.2% | +116.4% | -0.2% | -3.0% |
| All | -48.4% | +61.7% | -110.1% | -69.1% |
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