-13.6%
SOUN vs TAP
-17.5%
+3.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -4.4% | -5.1% | +0.7% | -4.0% |
| 30D | -13.1% | -8.4% | -4.7% | -12.5% |
| 3M | -7.7% | -3.9% | -3.8% | -7.3% |
| 6M | -21.2% | -14.4% | -6.8% | -19.8% |
| YTD | -35.0% | -14.7% | -20.3% | -34.2% |
| 1Y | -56.4% | -18.7% | -37.7% | -55.5% |
| 3Y | +181.7% | -32.6% | +214.4% | +187.8% |
| All | -13.6% | -17.5% | +3.9% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling