-53.5%
SOUN vs STZ
-35.6%
-17.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -15.1% | +2.6% | -17.6% | -15.9% |
| 30D | -23.0% | +15.2% | -38.2% | -27.1% |
| 3M | -53.3% | +7.6% | -61.0% | -54.7% |
| 6M | -58.6% | +5.3% | -63.8% | -59.7% |
| YTD | -65.0% | +8.6% | -73.6% | -67.7% |
| 1Y | -71.4% | +15.6% | -87.0% | -74.6% |
| 3Y | +75.4% | -35.2% | +110.5% | +120.5% |
| All | -53.5% | -35.6% | -17.9% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling