-47.9%
SOUN vs RF
+61.3%
-109.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | -9.5% | -1.3% | -8.1% | -8.4% |
| 30D | -21.3% | +4.6% | -26.0% | -24.7% |
| 3M | -47.2% | -8.4% | -38.8% | -43.0% |
| 6M | -53.7% | +8.9% | -62.6% | -58.5% |
| YTD | -60.8% | +8.8% | -69.6% | -65.2% |
| 1Y | -70.9% | +18.9% | -89.8% | -76.4% |
| 3Y | +118.4% | +116.0% | +2.5% | -1.8% |
| All | -47.9% | +61.3% | -109.2% | -68.8% |
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