-57.1%
SOUN vs SCHG
+13.0%
-70.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -2.5% |
| 7D | -7.1% | -1.0% | -6.1% | -4.6% |
| 30D | -15.4% | -1.3% | -14.1% | -12.5% |
| 3M | -10.6% | +5.4% | -16.0% | -21.3% |
| 6M | -19.6% | +14.4% | -34.1% | -41.4% |
| YTD | -37.2% | +8.0% | -45.2% | -47.7% |
| 1Y | -57.1% | +12.7% | -69.8% | -65.6% |
| All | -57.1% | +13.0% | -70.1% | -65.6% |
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