-16.3%
SOUN vs S
-40.6%
+24.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -4.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -15.2% | -11.8% | -3.5% | -10.7% |
| 3M | -7.0% | +33.9% | -40.9% | -20.5% |
| 6M | -20.5% | +40.1% | -60.6% | -34.1% |
| YTD | -37.0% | +32.1% | -69.1% | -46.6% |
| 1Y | -55.3% | +11.0% | -66.3% | -59.2% |
| 3Y | +173.0% | +16.9% | +156.1% | +137.1% |
| All | -16.3% | -40.6% | +24.3% | -2.2% |
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