+188.0%
SOUN vs BWA
+67.1%
+120.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -13.1% | -5.6% | -7.6% | -11.0% |
| 3M | -7.7% | -10.7% | +3.0% | -3.3% |
| 6M | -21.2% | +23.2% | -44.3% | -29.1% |
| YTD | -35.0% | +46.0% | -81.0% | -48.7% |
| 1Y | -56.4% | +51.2% | -107.5% | -66.6% |
| All | +188.0% | +67.1% | +120.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling