+35.0%
SPGI vs SOUN
-55.2%
+90.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.3% |
| 7D | -1.4% | -9.5% | +8.1% | -1.2% |
| 30D | +15.3% | -21.3% | +36.6% | +15.7% |
| 3M | +16.5% | -47.2% | +63.7% | +17.7% |
| 6M | +19.8% | -53.7% | +73.6% | +21.3% |
| YTD | -3.2% | -60.8% | +57.5% | -2.0% |
| 1Y | +1.8% | -70.9% | +72.7% | +3.5% |
| 3Y | +30.6% | +118.4% | -87.8% | +29.4% |
| All | +35.0% | -55.2% | +90.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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