-47.9%
SOUN vs STZ
-36.3%
-11.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -9.5% | -0.9% | -8.5% | -9.2% |
| 30D | -21.3% | +14.9% | -36.3% | -25.5% |
| 3M | -47.2% | +8.4% | -55.7% | -49.0% |
| 6M | -53.7% | +2.8% | -56.5% | -54.6% |
| YTD | -60.8% | +7.5% | -68.3% | -63.6% |
| 1Y | -70.9% | +12.5% | -83.5% | -73.8% |
| 3Y | +118.4% | -35.4% | +153.8% | +174.9% |
| All | -47.9% | -36.3% | -11.6% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling