-53.5%
SOUN vs SPG
+143.3%
-196.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.8% |
| 7D | -15.1% | +2.0% | -17.1% | -16.7% |
| 30D | -23.0% | +17.2% | -40.2% | -34.1% |
| 3M | -53.3% | +6.3% | -59.7% | -56.3% |
| 6M | -58.6% | +18.7% | -77.2% | -66.2% |
| YTD | -65.0% | +30.1% | -95.1% | -74.6% |
| 1Y | -71.4% | +32.8% | -104.2% | -79.8% |
| 3Y | +75.4% | +133.6% | -58.2% | -29.7% |
| All | -53.5% | +143.3% | -196.8% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling