-47.9%
SOUN vs SYF
+114.6%
-162.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -9.5% | -3.6% | -5.9% | -6.7% |
| 30D | -21.3% | -1.7% | -19.6% | -20.2% |
| 3M | -47.2% | -7.8% | -39.4% | -43.9% |
| 6M | -53.7% | +3.4% | -57.1% | -56.0% |
| YTD | -60.8% | -12.2% | -48.6% | -57.4% |
| 1Y | -70.9% | -1.6% | -69.3% | -71.3% |
| 3Y | +118.4% | +157.8% | -39.3% | -2.3% |
| All | -47.9% | +114.6% | -162.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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