-16.5%
SOUN vs RUN
-58.0%
+41.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -7.1% | -3.7% | -3.4% | -6.4% |
| 30D | -15.4% | -13.0% | -2.4% | -12.9% |
| 3M | -10.6% | -31.8% | +21.2% | -3.4% |
| 6M | -19.6% | -32.2% | +12.6% | -13.5% |
| YTD | -37.2% | -53.5% | +16.3% | -28.3% |
| 1Y | -57.1% | -46.5% | -10.5% | -52.8% |
| 3Y | +178.2% | -37.6% | +215.8% | +111.1% |
| All | -16.5% | -58.0% | +41.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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