-56.4%
SOUN vs SNAP
-26.1%
-30.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | -4.4% | -5.0% | +0.6% | -2.0% |
| 30D | -13.1% | -0.7% | -12.4% | -13.8% |
| 3M | -7.7% | -5.0% | -2.7% | -7.4% |
| 6M | -21.2% | +3.5% | -24.7% | -26.0% |
| YTD | -35.0% | -34.2% | -0.8% | -24.5% |
| 1Y | -56.4% | -27.1% | -29.3% | -50.0% |
| All | -56.4% | -26.1% | -30.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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