-16.5%
SOUN vs NWSA
+50.6%
-67.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -7.1% | -2.8% | -4.3% | -5.1% |
| 30D | -15.4% | +3.0% | -18.4% | -17.3% |
| 3M | -10.6% | +12.3% | -22.9% | -19.8% |
| 6M | -19.6% | +21.9% | -41.5% | -32.8% |
| YTD | -37.2% | +13.6% | -50.8% | -45.0% |
| 1Y | -57.1% | +0.5% | -57.5% | -58.3% |
| 3Y | +178.2% | +43.8% | +134.5% | +118.3% |
| All | -16.5% | +50.6% | -67.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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