-71.4%
SOUN vs SCHG
+5.5%
-77.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +1.8% |
| 7D | -2.7% | -2.5% | -0.2% | +3.6% |
| 30D | -26.5% | -5.4% | -21.1% | -15.7% |
| 3M | -33.6% | -2.2% | -31.5% | -30.1% |
| 6M | -54.4% | +5.2% | -59.6% | -59.8% |
| YTD | -56.7% | +6.8% | -63.5% | -63.9% |
| 1Y | -71.4% | +5.9% | -77.4% | -75.5% |
| All | -71.4% | +5.5% | -77.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling