+179.1%
SOUN vs NWSA
+43.0%
+136.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.3% |
| 7D | -6.8% | -4.8% | -2.1% | -2.2% |
| 30D | -15.2% | +3.0% | -18.2% | -17.7% |
| 3M | -7.0% | +9.3% | -16.3% | -17.6% |
| 6M | -20.5% | +23.2% | -43.7% | -39.2% |
| YTD | -37.0% | +13.3% | -50.3% | -47.6% |
| 1Y | -55.3% | +2.9% | -58.2% | -58.0% |
| All | +179.1% | +43.0% | +136.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling