+81.0%
SOUN vs USAR
+68.6%
+12.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | -4.4% | -4.4% | 0.0% | -3.8% |
| 30D | -13.1% | -10.4% | -2.7% | -11.8% |
| 3M | -7.7% | -18.4% | +10.7% | -5.3% |
| 6M | -21.2% | -8.8% | -12.3% | -21.0% |
| YTD | -35.0% | +43.4% | -78.4% | -38.2% |
| 1Y | -56.4% | +21.0% | -77.4% | -57.9% |
| 3Y | +181.7% | +67.7% | +114.0% | +151.5% |
| All | +81.0% | +68.6% | +12.4% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling