-49.3%
SOUN vs UMAC
+164.0%
-213.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.7% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | +4.8% | -7.7% | +12.5% | +5.1% |
| 3M | -15.9% | -26.4% | +10.6% | -12.9% |
| 6M | -17.4% | +61.9% | -79.3% | -36.7% |
| YTD | -32.4% | +86.5% | -118.9% | -52.6% |
| 1Y | -49.3% | +156.3% | -205.6% | -68.3% |
| All | -49.3% | +164.0% | -213.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling