+178.2%
SOUN vs NVS
+54.2%
+124.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -7.1% | -14.3% | +7.1% | -3.7% |
| 30D | -15.4% | -10.0% | -5.5% | -13.5% |
| 3M | -10.6% | -10.9% | +0.3% | -8.6% |
| 6M | -19.6% | -12.0% | -7.7% | -17.6% |
| YTD | -37.2% | +2.5% | -39.7% | -39.3% |
| 1Y | -57.1% | +10.7% | -67.7% | -59.8% |
| 3Y | +178.2% | +53.3% | +124.9% | +135.2% |
| All | +178.2% | +54.2% | +124.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling