-10.1%
SOUN vs Z
-13.2%
+3.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | -5.2% | -3.0% | -2.2% | -3.8% |
| 30D | +4.8% | -4.2% | +9.0% | +6.0% |
| 3M | -15.9% | -3.7% | -12.2% | -16.2% |
| 6M | -17.4% | -24.5% | +7.1% | -5.5% |
| YTD | -32.4% | -49.3% | +16.9% | -5.3% |
| 1Y | -49.3% | -58.7% | +9.4% | -21.2% |
| 3Y | +167.5% | -34.1% | +201.6% | +212.4% |
| All | -10.1% | -13.2% | +3.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling