-47.9%
SOUN vs SNAP
-80.9%
+33.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -1.6% |
| 7D | -9.5% | -9.8% | +0.3% | -6.3% |
| 30D | -21.3% | -18.2% | -3.1% | -15.4% |
| 3M | -47.2% | -3.1% | -44.1% | -47.6% |
| 6M | -53.7% | -7.1% | -46.6% | -53.8% |
| YTD | -60.8% | -33.8% | -27.0% | -55.7% |
| 1Y | -70.9% | -39.0% | -31.9% | -66.1% |
| 3Y | +118.4% | -52.8% | +171.3% | +151.8% |
| All | -47.9% | -80.9% | +33.0% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling