-16.5%
SOUN vs TRU
-11.8%
-4.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -7.1% | -2.7% | -4.4% | -5.7% |
| 30D | -15.4% | -2.0% | -13.4% | -14.7% |
| 3M | -10.6% | +18.4% | -29.0% | -20.3% |
| 6M | -19.6% | +8.9% | -28.5% | -24.8% |
| YTD | -37.2% | -8.9% | -28.3% | -35.6% |
| 1Y | -57.1% | -15.9% | -41.2% | -54.4% |
| 3Y | +178.2% | -1.1% | +179.3% | +163.3% |
| All | -16.5% | -11.8% | -4.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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