-49.3%
SOUN vs SCHG
+16.6%
-65.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +2.2% |
| 7D | -5.2% | -0.7% | -4.5% | -3.6% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | -15.9% | +2.2% | -18.1% | -19.4% |
| 6M | -17.4% | +15.0% | -32.4% | -40.7% |
| YTD | -32.4% | +9.2% | -41.6% | -45.2% |
| 1Y | -49.3% | +15.7% | -65.0% | -61.4% |
| All | -49.3% | +16.6% | -65.9% | -61.4% |
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