-53.5%
SOUN vs RF
+62.6%
-116.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -4.2% |
| 7D | -15.1% | +1.9% | -17.0% | -16.6% |
| 30D | -23.0% | +7.3% | -30.3% | -28.0% |
| 3M | -53.3% | -7.9% | -45.4% | -49.9% |
| 6M | -58.6% | +10.5% | -69.1% | -63.3% |
| YTD | -65.0% | +9.6% | -74.6% | -69.2% |
| 1Y | -71.4% | +20.3% | -91.7% | -77.1% |
| 3Y | +75.4% | +119.5% | -44.2% | -22.3% |
| All | -53.5% | +62.6% | -116.0% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling