-10.1%
SOUN vs SPY
+93.2%
-103.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.5% |
| 30D | +4.8% | +0.1% | +4.8% | +5.0% |
| 3M | -15.9% | +2.0% | -17.8% | -18.5% |
| 6M | -17.4% | +13.0% | -30.4% | -35.6% |
| YTD | -32.4% | +13.5% | -45.9% | -47.2% |
| 1Y | -49.3% | +20.0% | -69.3% | -64.4% |
| 3Y | +167.5% | +77.2% | +90.3% | +5.3% |
| All | -10.1% | +93.2% | -103.4% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling