+179.1%
SOUN vs UL
+19.9%
+159.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | -6.8% | -4.1% | -2.8% | -6.0% |
| 30D | -15.2% | -1.2% | -14.1% | -15.0% |
| 3M | -7.0% | +6.0% | -12.9% | -8.9% |
| 6M | -20.5% | -5.5% | -15.0% | -18.7% |
| YTD | -37.0% | -3.3% | -33.7% | -36.8% |
| 1Y | -55.3% | -9.8% | -45.5% | -53.6% |
| All | +179.1% | +19.9% | +159.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling