-12.4%
SOUN vs SRE
+18.7%
-31.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -18.1% | +1.9% | -20.0% | -18.9% |
| 3M | -12.3% | -3.3% | -9.0% | -11.9% |
| 6M | -18.6% | -6.4% | -12.2% | -17.8% |
| YTD | -34.1% | -1.8% | -32.3% | -35.0% |
| 1Y | -57.0% | +10.7% | -67.8% | -60.0% |
| 3Y | +185.7% | +31.8% | +153.9% | +153.8% |
| All | -12.4% | +18.7% | -31.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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