-13.6%
SOUN vs TRU
-12.5%
-1.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.4% | -6.5% | +2.1% | -1.1% |
| 30D | -13.1% | -2.5% | -10.6% | -12.2% |
| 3M | -7.7% | +10.4% | -18.1% | -14.4% |
| 6M | -21.2% | +1.6% | -22.8% | -23.4% |
| YTD | -35.0% | -9.7% | -25.3% | -33.0% |
| 1Y | -56.4% | -17.3% | -39.1% | -53.2% |
| 3Y | +181.7% | -1.8% | +183.6% | +167.8% |
| All | -13.6% | -12.5% | -1.1% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling