-52.0%
SOUN vs TAP
-15.2%
-36.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -7.9% |
| 7D | -15.5% | -6.3% | -9.2% | -15.0% |
| 30D | -26.2% | +2.7% | -28.9% | -26.4% |
| 3M | -51.4% | -3.7% | -47.6% | -51.2% |
| 6M | -55.3% | -2.0% | -53.3% | -55.2% |
| YTD | -63.9% | -12.3% | -51.5% | -63.5% |
| 1Y | -72.8% | -10.1% | -62.7% | -72.7% |
| 3Y | +101.1% | -25.3% | +126.4% | +109.5% |
| All | -52.0% | -15.2% | -36.8% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling