-47.9%
SOUN vs STT
+194.4%
-242.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | -0.1% |
| 7D | -9.5% | +0.4% | -9.9% | -10.0% |
| 30D | -21.3% | -0.4% | -20.9% | -21.1% |
| 3M | -47.2% | -6.5% | -40.8% | -44.6% |
| 6M | -53.7% | +17.2% | -70.9% | -59.8% |
| YTD | -60.8% | +38.2% | -99.0% | -70.4% |
| 1Y | -70.9% | +49.3% | -120.2% | -79.4% |
| 3Y | +118.4% | +181.9% | -63.5% | +4.4% |
| All | -47.9% | +194.4% | -242.3% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling