-12.4%
SOUN vs BWA
+114.7%
-127.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.6% |
| 7D | -4.1% | +4.3% | -8.4% | -6.0% |
| 30D | -18.1% | -2.9% | -15.2% | -17.1% |
| 3M | -12.3% | -12.4% | +0.1% | -6.9% |
| 6M | -18.6% | +28.6% | -47.1% | -28.9% |
| YTD | -34.1% | +48.2% | -82.3% | -48.6% |
| 1Y | -57.0% | +50.9% | -108.0% | -67.1% |
| 3Y | +185.7% | +72.2% | +113.5% | +90.6% |
| All | -12.4% | +114.7% | -127.1% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling