-12.4%
SOUN vs URA
+130.5%
-142.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -4.5% |
| 7D | -4.1% | +8.1% | -12.2% | -8.9% |
| 30D | -18.1% | +5.8% | -23.8% | -21.2% |
| 3M | -12.3% | +3.4% | -15.7% | -14.1% |
| 6M | -18.6% | -2.6% | -16.0% | -18.0% |
| YTD | -34.1% | +11.2% | -45.3% | -39.1% |
| 1Y | -57.0% | +19.8% | -76.9% | -61.9% |
| 3Y | +185.7% | +121.5% | +64.2% | +86.7% |
| All | -12.4% | +130.5% | -142.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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