-10.1%
SOUN vs STT
+226.7%
-236.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.2% | +0.5% | -5.7% | -5.6% |
| 30D | +4.8% | +3.9% | +1.0% | +1.3% |
| 3M | -15.9% | +20.0% | -35.8% | -27.8% |
| 6M | -17.4% | +55.3% | -72.7% | -43.1% |
| YTD | -32.4% | +53.3% | -85.7% | -52.9% |
| 1Y | -49.3% | +74.7% | -124.0% | -68.2% |
| 3Y | +167.5% | +205.8% | -38.4% | +19.2% |
| All | -10.1% | +226.7% | -236.8% | -65.3% |
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 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