+75.4%
SOUN vs S
+41.6%
+33.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -15.1% | +2.0% | -17.1% | -16.0% |
| 30D | -23.0% | -2.7% | -20.2% | -22.8% |
| 3M | -53.3% | -6.9% | -46.5% | -52.9% |
| 6M | -58.6% | +38.1% | -96.6% | -66.7% |
| YTD | -65.0% | +48.0% | -113.0% | -73.3% |
| 1Y | -71.4% | +34.5% | -105.9% | -77.3% |
| 3Y | +75.4% | +38.3% | +37.1% | +48.8% |
| All | +75.4% | +41.6% | +33.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling