-10.1%
SOUN vs SPG
+116.4%
-126.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +1.0% |
| 7D | -5.2% | -2.4% | -2.8% | -3.0% |
| 30D | +4.8% | -6.8% | +11.7% | +12.0% |
| 3M | -15.9% | +2.7% | -18.5% | -20.3% |
| 6M | -17.4% | +5.5% | -22.9% | -24.8% |
| YTD | -32.4% | +15.7% | -48.1% | -44.9% |
| 1Y | -49.3% | +20.9% | -70.2% | -61.1% |
| 3Y | +167.5% | +112.4% | +55.1% | +18.2% |
| All | -10.1% | +116.4% | -126.6% | -54.4% |
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