+185.7%
SOUN vs TAP
-31.5%
+217.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.4% |
| 7D | -4.1% | -2.3% | -1.8% | -3.5% |
| 30D | -18.1% | -9.4% | -8.7% | -15.9% |
| 3M | -12.3% | -0.8% | -11.5% | -12.4% |
| 6M | -18.6% | -14.7% | -3.8% | -14.5% |
| YTD | -34.1% | -13.9% | -20.2% | -32.0% |
| 1Y | -57.0% | -18.6% | -38.4% | -54.5% |
| 3Y | +185.7% | -32.0% | +217.7% | +222.1% |
| All | +185.7% | -31.5% | +217.1% | +222.1% |
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