-12.4%
SOUN vs STT
+222.7%
-235.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.6% |
| 7D | -4.1% | +2.2% | -6.3% | -5.7% |
| 30D | -18.1% | +3.9% | -22.0% | -20.8% |
| 3M | -12.3% | +19.2% | -31.5% | -24.3% |
| 6M | -18.6% | +60.4% | -79.0% | -45.3% |
| YTD | -34.1% | +51.5% | -85.6% | -53.6% |
| 1Y | -57.0% | +76.3% | -133.3% | -73.2% |
| 3Y | +185.7% | +200.7% | -15.1% | +28.8% |
| All | -12.4% | +222.7% | -235.1% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling