-52.0%
SOUN vs Z
-27.7%
-24.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.3% | -5.7% | -6.8% |
| 7D | -15.5% | -4.9% | -10.6% | -13.3% |
| 30D | -26.2% | +3.0% | -29.2% | -28.4% |
| 3M | -51.4% | -13.4% | -37.9% | -48.8% |
| 6M | -55.3% | -27.3% | -28.0% | -49.4% |
| YTD | -63.9% | -57.8% | -6.1% | -45.3% |
| 1Y | -72.8% | -60.0% | -12.8% | -57.7% |
| 3Y | +101.1% | -21.5% | +122.6% | +113.8% |
| All | -52.0% | -27.7% | -24.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling