-32.7%
UPS vs SOUN
-22.7%
-10.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -5.2% | +2.3% | -2.8% |
| 30D | -3.5% | +4.8% | -8.3% | -3.7% |
| 3M | -5.7% | -15.9% | +10.1% | -5.4% |
| 6M | -4.4% | -17.4% | +13.0% | -4.2% |
| YTD | +8.0% | -32.4% | +40.4% | +8.6% |
| 1Y | +29.0% | -49.3% | +78.3% | +30.3% |
| 3Y | -27.7% | +167.5% | -195.2% | -30.5% |
| All | -32.7% | -22.7% | -10.0% | -34.7% |
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