-13.6%
SOUN vs BBWI
-62.9%
+49.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | +1.4% |
| 7D | -4.4% | -4.4% | 0.0% | -2.6% |
| 30D | -13.1% | -7.4% | -5.7% | -10.9% |
| 3M | -7.7% | -2.2% | -5.5% | -8.9% |
| 6M | -21.2% | -16.3% | -4.9% | -17.9% |
| YTD | -35.0% | -9.1% | -25.9% | -35.6% |
| 1Y | -56.4% | -34.5% | -21.8% | -50.1% |
| 3Y | +181.7% | -47.0% | +228.7% | +235.9% |
| All | -13.6% | -62.9% | +49.3% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling