-58.6%
SOUN vs STZ
+4.3%
-62.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.0% |
| 7D | -15.1% | +2.6% | -17.6% | -14.9% |
| 30D | -23.0% | +15.2% | -38.2% | -21.8% |
| 3M | -53.3% | +7.6% | -61.0% | -52.5% |
| 6M | -58.6% | +5.3% | -63.8% | -57.6% |
| All | -58.6% | +4.3% | -62.9% | -57.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling