-16.3%
SOUN vs NWSA
+50.3%
-66.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | -6.8% | -4.8% | -2.1% | -3.3% |
| 30D | -15.2% | +3.0% | -18.2% | -17.1% |
| 3M | -7.0% | +9.3% | -16.3% | -14.8% |
| 6M | -20.5% | +23.2% | -43.7% | -34.1% |
| YTD | -37.0% | +13.3% | -50.3% | -44.7% |
| 1Y | -55.3% | +2.9% | -58.2% | -57.5% |
| 3Y | +173.0% | +43.3% | +129.7% | +114.6% |
| All | -16.3% | +50.3% | -66.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling