-13.6%
SOUN vs SAN
+473.3%
-486.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.6% |
| 7D | -4.4% | -0.5% | -4.0% | -4.2% |
| 30D | -13.1% | -0.1% | -13.1% | -13.2% |
| 3M | -7.7% | +19.6% | -27.3% | -17.6% |
| 6M | -21.2% | +32.7% | -53.9% | -34.3% |
| YTD | -35.0% | +26.7% | -61.7% | -44.7% |
| 1Y | -56.4% | +51.6% | -108.0% | -67.1% |
| 3Y | +181.7% | +348.7% | -167.0% | +24.3% |
| All | -13.6% | +473.3% | -486.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling