-55.3%
SOUN vs Z
-64.6%
+9.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.0% |
| 7D | -6.8% | -11.6% | +4.7% | -2.4% |
| 30D | -15.2% | -8.5% | -6.8% | -12.7% |
| 3M | -7.0% | -7.9% | +0.9% | -5.8% |
| 6M | -20.5% | -29.1% | +8.6% | -7.5% |
| YTD | -37.0% | -54.2% | +17.2% | -16.4% |
| 1Y | -55.3% | -63.5% | +8.2% | -40.5% |
| All | -55.3% | -64.6% | +9.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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