+96.5%
SOUN vs TAP
-24.3%
+120.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | -9.5% | -8.0% | -1.5% | -7.8% |
| 30D | -21.3% | +4.1% | -25.4% | -22.2% |
| 3M | -47.2% | -4.4% | -42.9% | -46.7% |
| 6M | -53.7% | -1.9% | -51.8% | -53.7% |
| YTD | -60.8% | -12.1% | -48.7% | -59.9% |
| 1Y | -70.9% | -12.0% | -58.9% | -70.3% |
| All | +96.5% | -24.3% | +120.8% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling