-16.3%
SOUN vs TAP
-17.6%
+1.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.8% | -5.3% | -1.6% | -6.4% |
| 30D | -15.2% | -7.4% | -7.9% | -14.7% |
| 3M | -7.0% | -4.9% | -2.0% | -6.5% |
| 6M | -20.5% | -14.2% | -6.3% | -19.2% |
| YTD | -37.0% | -14.8% | -22.2% | -36.2% |
| 1Y | -55.3% | -18.1% | -37.2% | -54.5% |
| 3Y | +173.0% | -32.7% | +205.8% | +178.9% |
| All | -16.3% | -17.6% | +1.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling