-16.3%
SOUN vs UL
+42.0%
-58.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.2% |
| 7D | -6.8% | -4.1% | -2.8% | -7.1% |
| 30D | -15.2% | -1.2% | -14.1% | -15.3% |
| 3M | -7.0% | +6.0% | -12.9% | -6.5% |
| 6M | -20.5% | -5.5% | -15.0% | -20.4% |
| YTD | -37.0% | -3.3% | -33.7% | -37.0% |
| 1Y | -55.3% | -9.8% | -45.5% | -55.3% |
| 3Y | +173.0% | +20.1% | +152.9% | +179.3% |
| All | -16.3% | +42.0% | -58.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling