-47.9%
SOUN vs S
-28.7%
-19.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | -9.5% | +1.2% | -10.7% | -10.4% |
| 30D | -21.3% | -7.3% | -14.0% | -19.4% |
| 3M | -47.2% | +5.9% | -53.1% | -49.9% |
| 6M | -53.7% | +45.6% | -99.3% | -62.8% |
| YTD | -60.8% | +58.5% | -119.3% | -70.1% |
| 1Y | -70.9% | +37.6% | -108.5% | -76.4% |
| 3Y | +118.4% | +51.7% | +66.8% | +65.3% |
| All | -47.9% | -28.7% | -19.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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