-13.6%
SOUN vs SPG
+113.6%
-127.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | +1.0% |
| 7D | -4.4% | -1.7% | -2.8% | -3.0% |
| 30D | -13.1% | -6.3% | -6.9% | -7.8% |
| 3M | -7.7% | -2.4% | -5.3% | -7.5% |
| 6M | -21.2% | +9.6% | -30.8% | -31.3% |
| YTD | -35.0% | +14.2% | -49.2% | -46.4% |
| 1Y | -56.4% | +19.3% | -75.7% | -66.2% |
| 3Y | +181.7% | +106.7% | +75.0% | +27.6% |
| All | -13.6% | +113.6% | -127.2% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling