-16.5%
SOUN vs ITW
+48.3%
-64.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.4% |
| 7D | -7.1% | -0.7% | -6.4% | -6.5% |
| 30D | -15.4% | -8.3% | -7.1% | -8.4% |
| 3M | -10.6% | +6.0% | -16.6% | -16.8% |
| 6M | -19.6% | 0.0% | -19.6% | -21.6% |
| YTD | -37.2% | +10.2% | -47.4% | -45.5% |
| 1Y | -57.1% | +3.2% | -60.3% | -60.3% |
| 3Y | +178.2% | +21.0% | +157.2% | +127.7% |
| All | -16.5% | +48.3% | -64.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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