+96.5%
SOUN vs USAR
-19.4%
+115.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.3% | +0.3% |
| 7D | -9.5% | +0.8% | -10.3% | -9.9% |
| 30D | -21.3% | -30.1% | +8.7% | -17.2% |
| 3M | -47.2% | -56.3% | +9.1% | -40.4% |
| 6M | -53.7% | -68.6% | +14.8% | -45.8% |
| YTD | -60.8% | -30.5% | -30.2% | -58.4% |
| 1Y | -70.9% | -53.5% | -17.4% | -68.2% |
| All | +96.5% | -19.4% | +115.8% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling