-16.5%
SOUN vs SCHG
+115.1%
-131.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.9% |
| 7D | -7.1% | -1.0% | -6.1% | -5.3% |
| 30D | -15.4% | -1.3% | -14.1% | -13.2% |
| 3M | -10.6% | +5.4% | -16.0% | -18.0% |
| 6M | -19.6% | +14.4% | -34.1% | -34.9% |
| YTD | -37.2% | +8.0% | -45.2% | -43.2% |
| 1Y | -57.1% | +12.7% | -69.8% | -63.5% |
| 3Y | +178.2% | +85.6% | +92.6% | +25.8% |
| All | -16.5% | +115.1% | -131.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling