-53.5%
SOUN vs SPY
+89.7%
-143.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.3% |
| 7D | -15.1% | +2.6% | -17.7% | -19.9% |
| 30D | -23.0% | -2.0% | -21.0% | -19.9% |
| 3M | -53.3% | -2.8% | -50.6% | -50.5% |
| 6M | -58.6% | +2.1% | -60.7% | -60.2% |
| YTD | -65.0% | +11.5% | -76.5% | -71.7% |
| 1Y | -71.4% | +13.5% | -84.9% | -77.7% |
| 3Y | +75.4% | +77.7% | -2.3% | -31.0% |
| All | -53.5% | +89.7% | -143.2% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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