-16.3%
SOUN vs BBWI
-63.5%
+47.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | -6.8% | -8.0% | +1.2% | -3.4% |
| 30D | -15.2% | -6.6% | -8.6% | -13.4% |
| 3M | -7.0% | -2.7% | -4.3% | -8.0% |
| 6M | -20.5% | -12.8% | -7.7% | -18.9% |
| YTD | -37.0% | -10.5% | -26.5% | -37.2% |
| 1Y | -55.3% | -35.3% | -20.0% | -48.7% |
| 3Y | +173.0% | -47.7% | +220.8% | +227.7% |
| All | -16.3% | -63.5% | +47.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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