-13.6%
SOUN vs STZ
-46.7%
+33.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | -4.4% | -6.0% | +1.6% | -2.1% |
| 30D | -13.1% | -8.9% | -4.3% | -10.0% |
| 3M | -7.7% | -12.6% | +4.9% | -3.2% |
| 6M | -21.2% | -17.2% | -4.0% | -16.5% |
| YTD | -35.0% | -10.0% | -25.0% | -35.3% |
| 1Y | -56.4% | -14.3% | -42.1% | -55.4% |
| 3Y | +181.7% | -49.9% | +231.7% | +290.7% |
| All | -13.6% | -46.7% | +33.1% | +22.0% |
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