-12.4%
SOUN vs UL
+46.4%
-58.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.6% |
| 7D | -4.1% | -1.3% | -2.8% | -4.2% |
| 30D | -18.1% | +0.9% | -19.0% | -18.0% |
| 3M | -12.3% | +14.2% | -26.5% | -11.5% |
| 6M | -18.6% | -3.2% | -15.4% | -18.4% |
| YTD | -34.1% | -0.3% | -33.8% | -33.9% |
| 1Y | -57.0% | -8.8% | -48.3% | -56.9% |
| 3Y | +185.7% | +23.9% | +161.8% | +192.9% |
| All | -12.4% | +46.4% | -58.8% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling