-16.3%
SOUN vs NSC
+35.5%
-51.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.8% | -1.4% | -5.4% | -6.1% |
| 30D | -15.2% | -3.4% | -11.9% | -13.6% |
| 3M | -7.0% | +5.1% | -12.0% | -10.7% |
| 6M | -20.5% | +9.2% | -29.7% | -26.5% |
| YTD | -37.0% | +13.4% | -50.4% | -43.6% |
| 1Y | -55.3% | +20.8% | -76.1% | -61.8% |
| 3Y | +173.0% | +76.1% | +97.0% | +94.0% |
| All | -16.3% | +35.5% | -51.7% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling