-13.6%
SOUN vs SBAC
-42.2%
+28.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -13.1% | +3.9% | -17.0% | -13.4% |
| 3M | -7.7% | -8.2% | +0.5% | -7.1% |
| 6M | -21.2% | -2.8% | -18.4% | -21.6% |
| YTD | -35.0% | -1.5% | -33.5% | -35.5% |
| 1Y | -56.4% | 0.0% | -56.4% | -56.8% |
| 3Y | +181.7% | -8.4% | +190.1% | +178.6% |
| All | -13.6% | -42.2% | +28.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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