-10.1%
SOUN vs SYF
+137.1%
-147.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.2% | +2.4% | -7.6% | -7.1% |
| 30D | +4.8% | +0.8% | +4.0% | +3.9% |
| 3M | -15.9% | +13.4% | -29.3% | -25.4% |
| 6M | -17.4% | +16.3% | -33.7% | -28.2% |
| YTD | -32.4% | -3.0% | -29.4% | -32.0% |
| 1Y | -49.3% | +5.7% | -55.0% | -52.7% |
| 3Y | +167.5% | +160.1% | +7.4% | +18.3% |
| All | -10.1% | +137.1% | -147.2% | -55.4% |
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