-47.9%
SOUN vs SPG
+145.2%
-193.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -9.5% | +2.7% | -12.2% | -11.9% |
| 30D | -21.3% | +16.6% | -37.9% | -32.3% |
| 3M | -47.2% | +8.1% | -55.3% | -51.4% |
| 6M | -53.7% | +19.3% | -73.1% | -62.6% |
| YTD | -60.8% | +31.1% | -91.9% | -71.8% |
| 1Y | -70.9% | +32.8% | -103.7% | -79.4% |
| 3Y | +118.4% | +135.8% | -17.4% | -13.3% |
| All | -47.9% | +145.2% | -193.1% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling