+185.7%
SOUN vs STZ
-50.3%
+236.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -0.2% |
| 7D | -4.1% | -7.4% | +3.3% | -1.0% |
| 30D | -18.1% | -10.9% | -7.2% | -14.1% |
| 3M | -12.3% | -13.4% | +1.1% | -7.3% |
| 6M | -18.6% | -16.2% | -2.4% | -14.2% |
| YTD | -34.1% | -10.4% | -23.7% | -35.0% |
| 1Y | -57.0% | -14.8% | -42.3% | -56.2% |
| 3Y | +185.7% | -50.1% | +235.8% | +301.3% |
| All | +185.7% | -50.3% | +236.0% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling