-49.3%
SOUN vs STZ
-10.2%
-39.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -5.2% | -1.9% | -3.3% | -5.3% |
| 30D | +4.8% | -1.9% | +6.7% | +5.0% |
| 3M | -15.9% | -6.2% | -9.6% | -16.0% |
| 6M | -17.4% | -14.0% | -3.4% | -18.5% |
| YTD | -32.4% | -5.1% | -27.3% | -36.4% |
| 1Y | -49.3% | -9.6% | -39.7% | -50.7% |
| All | -49.3% | -10.2% | -39.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling