-20.5%
SOUN vs SCHG
+13.1%
-33.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -1.9% |
| 7D | -6.8% | -2.7% | -4.1% | +0.5% |
| 30D | -15.2% | -2.2% | -13.0% | -9.8% |
| 3M | -7.0% | +6.2% | -13.1% | -20.7% |
| 6M | -20.5% | +13.4% | -33.9% | -42.5% |
| All | -20.5% | +13.1% | -33.6% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling