+96.5%
SOUN vs SNAP
-52.9%
+149.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -2.0% |
| 7D | -9.5% | -9.8% | +0.3% | -5.9% |
| 30D | -21.3% | -18.2% | -3.1% | -14.7% |
| 3M | -47.2% | -3.1% | -44.1% | -47.8% |
| 6M | -53.7% | -7.1% | -46.6% | -53.9% |
| YTD | -60.8% | -33.8% | -27.0% | -55.1% |
| 1Y | -70.9% | -39.0% | -31.9% | -65.5% |
| All | +96.5% | -52.9% | +149.4% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling