-16.5%
SOUN vs SHAK
+6.0%
-22.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -2.4% |
| 7D | -7.1% | -8.3% | +1.2% | -1.9% |
| 30D | -15.4% | -12.6% | -2.8% | -7.9% |
| 3M | -10.6% | +9.1% | -19.7% | -18.6% |
| 6M | -19.6% | -31.2% | +11.6% | -6.8% |
| YTD | -37.2% | -21.6% | -15.6% | -35.0% |
| 1Y | -57.1% | -38.8% | -18.3% | -46.5% |
| 3Y | +178.2% | +0.6% | +177.6% | +124.3% |
| All | -16.5% | +6.0% | -22.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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