+75.4%
SOUN vs BWA
+64.0%
+11.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -15.1% | +4.3% | -19.3% | -16.8% |
| 30D | -23.0% | -13.0% | -9.9% | -17.8% |
| 3M | -53.3% | -24.8% | -28.5% | -46.8% |
| 6M | -58.6% | -23.5% | -35.0% | -53.4% |
| YTD | -65.0% | +13.8% | -78.8% | -70.2% |
| 1Y | -71.4% | +13.4% | -84.9% | -75.7% |
| 3Y | +75.4% | +62.8% | +12.6% | -1.1% |
| All | +75.4% | +64.0% | +11.4% | -1.1% |
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