-53.5%
SOUN vs TECH
-22.8%
-30.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -15.1% | +0.1% | -15.2% | -15.1% |
| 30D | -23.0% | +0.5% | -23.5% | -23.2% |
| 3M | -53.3% | +1.1% | -54.4% | -53.6% |
| 6M | -58.6% | +62.8% | -121.4% | -68.2% |
| YTD | -65.0% | +24.5% | -89.5% | -69.7% |
| 1Y | -71.4% | +20.6% | -92.1% | -74.9% |
| 3Y | +75.4% | +29.5% | +45.9% | +48.7% |
| All | -53.5% | -22.8% | -30.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling