-10.1%
SOUN vs S
-40.4%
+30.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -5.2% | -7.7% | +2.5% | -1.6% |
| 30D | +4.8% | -5.3% | +10.2% | +6.7% |
| 3M | -15.9% | +20.3% | -36.1% | -24.2% |
| 6M | -17.4% | +47.4% | -64.8% | -33.2% |
| YTD | -32.4% | +32.5% | -64.9% | -42.7% |
| 1Y | -49.3% | +9.5% | -58.8% | -53.4% |
| 3Y | +167.5% | +15.5% | +151.9% | +133.3% |
| All | -10.1% | -40.4% | +30.2% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling