-12.4%
SOUN vs Z
-18.8%
+6.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | +0.9% |
| 7D | -4.1% | -3.3% | -0.8% | -2.6% |
| 30D | -18.1% | -3.7% | -14.4% | -17.0% |
| 3M | -12.3% | -7.0% | -5.3% | -11.2% |
| 6M | -18.6% | -29.5% | +10.9% | -3.6% |
| YTD | -34.1% | -52.6% | +18.5% | -4.4% |
| 1Y | -57.0% | -64.0% | +7.0% | -28.2% |
| 3Y | +185.7% | -36.4% | +222.1% | +240.2% |
| All | -12.4% | -18.8% | +6.4% | -6.8% |
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