-16.5%
SOUN vs SAN
+484.2%
-500.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.7% |
| 7D | -7.1% | +0.2% | -7.3% | -7.3% |
| 30D | -15.4% | +0.9% | -16.4% | -16.0% |
| 3M | -10.6% | +19.1% | -29.7% | -20.0% |
| 6M | -19.6% | +33.2% | -52.8% | -33.1% |
| YTD | -37.2% | +29.1% | -66.3% | -47.2% |
| 1Y | -57.1% | +50.2% | -107.3% | -67.4% |
| 3Y | +178.2% | +351.0% | -172.8% | +21.8% |
| All | -16.5% | +484.2% | -500.7% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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