-12.4%
SOUN vs NWSA
+52.0%
-64.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.1% |
| 7D | -4.1% | -2.6% | -1.4% | -2.1% |
| 30D | -18.1% | +4.6% | -22.6% | -20.8% |
| 3M | -12.3% | +10.2% | -22.5% | -20.2% |
| 6M | -18.6% | +21.6% | -40.2% | -31.7% |
| YTD | -34.1% | +14.6% | -48.7% | -42.7% |
| 1Y | -57.0% | +0.4% | -57.4% | -58.1% |
| 3Y | +185.7% | +45.0% | +140.7% | +122.6% |
| All | -12.4% | +52.0% | -64.4% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling