-13.6%
SOUN vs SIMO
+270.8%
-284.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.2% |
| 7D | -4.4% | +14.5% | -18.9% | -9.5% |
| 30D | -13.1% | +20.4% | -33.6% | -20.1% |
| 3M | -7.7% | +7.1% | -14.8% | -13.9% |
| 6M | -21.2% | +129.2% | -150.4% | -52.6% |
| YTD | -35.0% | +201.9% | -236.9% | -68.2% |
| 1Y | -56.4% | +235.5% | -291.9% | -80.0% |
| 3Y | +181.7% | +463.8% | -282.1% | -7.5% |
| All | -13.6% | +270.8% | -284.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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