-16.5%
SOUN vs SPG
+113.9%
-130.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -7.1% | -1.2% | -6.0% | -6.1% |
| 30D | -15.4% | -6.1% | -9.3% | -10.3% |
| 3M | -10.6% | -3.6% | -6.9% | -9.2% |
| 6M | -19.6% | +10.4% | -30.1% | -30.4% |
| YTD | -37.2% | +14.4% | -51.6% | -48.3% |
| 1Y | -57.1% | +16.5% | -73.6% | -65.8% |
| 3Y | +178.2% | +106.8% | +71.4% | +26.0% |
| All | -16.5% | +113.9% | -130.5% | -57.2% |
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