-55.3%
SOUN vs SAN
+49.3%
-104.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.9% |
| 7D | -6.8% | -2.8% | -4.0% | -5.2% |
| 30D | -15.2% | -0.5% | -14.7% | -15.0% |
| 3M | -7.0% | +22.7% | -29.7% | -17.4% |
| 6M | -20.5% | +28.8% | -49.3% | -32.3% |
| YTD | -37.0% | +26.3% | -63.3% | -46.2% |
| 1Y | -55.3% | +48.8% | -104.2% | -65.5% |
| All | -55.3% | +49.3% | -104.6% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling