-48.4%
SOUN vs UAL
+137.8%
-186.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.5% |
| 7D | -6.1% | +12.5% | -18.5% | -12.5% |
| 30D | -28.2% | +12.2% | -40.4% | -33.2% |
| 3M | -48.1% | -2.6% | -45.5% | -47.9% |
| 6M | -56.4% | +21.1% | -77.5% | -62.1% |
| YTD | -61.2% | +7.8% | -69.0% | -64.4% |
| 1Y | -73.1% | +25.4% | -98.5% | -77.6% |
| 3Y | +116.2% | +217.3% | -101.1% | -5.0% |
| All | -48.4% | +137.8% | -186.2% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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