-16.3%
SOUN vs SHAK
+2.7%
-19.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.7% |
| 7D | -6.8% | -11.0% | +4.1% | +0.4% |
| 30D | -15.2% | -14.0% | -1.2% | -6.7% |
| 3M | -7.0% | +13.3% | -20.2% | -17.6% |
| 6M | -20.5% | -35.3% | +14.8% | -3.6% |
| YTD | -37.0% | -24.0% | -13.0% | -33.4% |
| 1Y | -55.3% | -36.7% | -18.6% | -46.1% |
| 3Y | +173.0% | -5.4% | +178.4% | +129.1% |
| All | -16.3% | +2.7% | -19.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling