-13.6%
SOUN vs STT
+222.7%
-236.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | +1.0% | -5.4% | -5.2% |
| 30D | -13.1% | +2.8% | -15.9% | -15.2% |
| 3M | -7.7% | +18.1% | -25.8% | -19.8% |
| 6M | -21.2% | +59.2% | -80.4% | -46.8% |
| YTD | -35.0% | +51.5% | -86.5% | -54.2% |
| 1Y | -56.4% | +75.7% | -132.0% | -72.7% |
| 3Y | +181.7% | +200.8% | -19.0% | +27.0% |
| All | -13.6% | +222.7% | -236.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling