-10.1%
SOUN vs SGI
+169.2%
-179.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | -5.2% | +8.5% | -13.7% | -10.9% |
| 30D | +4.8% | +0.7% | +4.1% | +3.3% |
| 3M | -15.9% | +0.6% | -16.5% | -18.0% |
| 6M | -17.4% | -17.9% | +0.5% | -7.6% |
| YTD | -32.4% | -21.2% | -11.2% | -22.6% |
| 1Y | -49.3% | -18.9% | -30.4% | -44.4% |
| 3Y | +167.5% | +52.6% | +114.8% | +82.0% |
| All | -10.1% | +169.2% | -179.4% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling