-16.5%
SOUN vs NSC
+34.2%
-50.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -7.1% | -2.8% | -4.3% | -5.6% |
| 30D | -15.4% | -4.5% | -10.9% | -13.2% |
| 3M | -10.6% | +3.5% | -14.1% | -13.4% |
| 6M | -19.6% | +8.5% | -28.2% | -25.5% |
| YTD | -37.2% | +12.3% | -49.6% | -43.5% |
| 1Y | -57.1% | +18.9% | -76.0% | -63.0% |
| 3Y | +178.2% | +74.1% | +104.1% | +98.8% |
| All | -16.5% | +34.2% | -50.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling