-16.3%
SOUN vs STZ
-45.7%
+29.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.8% |
| 7D | -6.8% | -4.1% | -2.7% | -5.3% |
| 30D | -15.2% | -7.6% | -7.7% | -12.7% |
| 3M | -7.0% | -12.3% | +5.3% | -2.5% |
| 6M | -20.5% | -16.3% | -4.2% | -16.1% |
| YTD | -37.0% | -8.4% | -28.7% | -37.8% |
| 1Y | -55.3% | -10.8% | -44.5% | -55.3% |
| 3Y | +173.0% | -49.0% | +222.0% | +275.8% |
| All | -16.3% | -45.7% | +29.4% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling