-57.1%
SOUN vs SPYG
+17.9%
-75.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -2.1% |
| 7D | -7.1% | -0.9% | -6.2% | -5.2% |
| 30D | -15.4% | -1.5% | -13.9% | -12.4% |
| 3M | -10.6% | +3.7% | -14.3% | -17.1% |
| 6M | -19.6% | +16.4% | -36.1% | -42.6% |
| YTD | -37.2% | +13.3% | -50.5% | -52.3% |
| 1Y | -57.1% | +17.9% | -74.9% | -68.6% |
| All | -57.1% | +17.9% | -75.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling