+75.4%
SOUN vs USAR
+58.5%
+16.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -2.2% |
| 7D | -6.8% | -9.3% | +2.5% | -5.4% |
| 30D | -15.2% | -15.2% | -0.1% | -13.3% |
| 3M | -7.0% | -21.1% | +14.1% | -4.0% |
| 6M | -20.5% | -21.6% | +1.1% | -18.7% |
| YTD | -37.0% | +34.8% | -71.8% | -39.5% |
| 1Y | -55.3% | +15.6% | -70.9% | -56.5% |
| 3Y | +173.0% | +57.7% | +115.3% | +146.0% |
| All | +75.4% | +58.5% | +16.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling