-16.3%
SOUN vs SGI
+154.8%
-171.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -0.9% |
| 7D | -6.8% | -4.9% | -1.9% | -3.4% |
| 30D | -15.2% | +1.6% | -16.8% | -16.5% |
| 3M | -7.0% | -3.2% | -3.8% | -6.6% |
| 6M | -20.5% | -16.0% | -4.5% | -12.9% |
| YTD | -37.0% | -25.4% | -11.6% | -25.0% |
| 1Y | -55.3% | -21.6% | -33.7% | -49.9% |
| 3Y | +173.0% | +52.9% | +120.2% | +86.2% |
| All | -16.3% | +154.8% | -171.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling