-13.6%
SOUN vs BWA
+111.5%
-125.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | -7.7% | -10.7% | +3.0% | -2.9% |
| 6M | -21.2% | +23.2% | -44.3% | -29.7% |
| YTD | -35.0% | +46.0% | -81.0% | -48.9% |
| 1Y | -56.4% | +51.2% | -107.5% | -66.7% |
| 3Y | +181.7% | +69.6% | +112.2% | +89.4% |
| All | -13.6% | +111.5% | -125.1% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling