-12.4%
SOUN vs NSC
+37.4%
-49.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.3% |
| 7D | -4.1% | -1.5% | -2.6% | -3.2% |
| 30D | -18.1% | -1.9% | -16.2% | -17.2% |
| 3M | -12.3% | +6.2% | -18.5% | -16.3% |
| 6M | -18.6% | +9.2% | -27.8% | -24.6% |
| YTD | -34.1% | +15.0% | -49.1% | -41.5% |
| 1Y | -57.0% | +21.1% | -78.1% | -63.3% |
| 3Y | +185.7% | +78.6% | +107.1% | +101.3% |
| All | -12.4% | +37.4% | -49.8% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling