+18.8%
SHW vs SOUN
-25.7%
+44.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -3.2% | -4.4% | +1.2% | -3.1% |
| 30D | -11.4% | -13.1% | +1.7% | -11.0% |
| 3M | +3.5% | -7.7% | +11.2% | +3.6% |
| 6M | -3.4% | -21.2% | +17.8% | -3.0% |
| YTD | -0.3% | -35.0% | +34.7% | +0.4% |
| 1Y | -10.4% | -56.4% | +45.9% | -9.0% |
| 3Y | +21.3% | +181.7% | -160.4% | +14.5% |
| All | +18.8% | -25.7% | +44.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling