-10.1%
SOUN vs RF
+71.4%
-81.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | +1.3% | -6.5% | -6.4% |
| 30D | +4.8% | -3.6% | +8.4% | +8.0% |
| 3M | -15.9% | +8.1% | -23.9% | -23.2% |
| 6M | -17.4% | +11.5% | -28.9% | -27.4% |
| YTD | -32.4% | +15.6% | -48.0% | -43.2% |
| 1Y | -49.3% | +15.7% | -65.0% | -57.7% |
| 3Y | +167.5% | +86.9% | +80.6% | +37.6% |
| All | -10.1% | +71.4% | -81.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling