-45.2%
SOUN vs RF
+59.5%
-104.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.2% |
| 7D | -2.6% | -0.9% | -1.7% | -1.8% |
| 30D | -27.0% | +6.0% | -33.0% | -31.0% |
| 3M | -41.9% | -8.9% | -33.1% | -37.0% |
| 6M | -56.1% | +2.3% | -58.5% | -58.2% |
| YTD | -58.8% | +7.6% | -66.3% | -63.1% |
| 1Y | -71.1% | +21.2% | -92.3% | -77.1% |
| 3Y | +130.9% | +108.5% | +22.4% | +7.3% |
| All | -45.2% | +59.5% | -104.7% | -66.8% |
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 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