-47.9%
SOUN vs ACWI
+82.4%
-130.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | -1.6% |
| 7D | -9.5% | -0.7% | -8.8% | -8.7% |
| 30D | -21.3% | -2.0% | -19.3% | -17.9% |
| 3M | -47.2% | -2.2% | -45.1% | -44.8% |
| 6M | -53.7% | +1.9% | -55.6% | -55.2% |
| YTD | -60.8% | +12.0% | -72.8% | -68.9% |
| 1Y | -70.9% | +12.5% | -83.4% | -77.1% |
| 3Y | +118.4% | +75.4% | +43.0% | -12.8% |
| All | -47.9% | +82.4% | -130.3% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling