-12.4%
SOUN vs RF
+69.4%
-81.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.4% |
| 7D | -4.1% | +2.7% | -6.8% | -6.5% |
| 30D | -18.1% | -3.4% | -14.7% | -15.7% |
| 3M | -12.3% | +6.4% | -18.6% | -18.6% |
| 6M | -18.6% | +13.4% | -32.0% | -29.7% |
| YTD | -34.1% | +14.2% | -48.3% | -44.0% |
| 1Y | -57.0% | +15.7% | -72.7% | -64.2% |
| 3Y | +185.7% | +91.3% | +94.3% | +43.7% |
| All | -12.4% | +69.4% | -81.8% | -49.7% |
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