-48.4%
SOUN vs SIMO
+126.4%
-174.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -6.1% | -16.0% | +10.0% | -1.1% |
| 30D | -28.2% | -35.8% | +7.6% | -17.7% |
| 3M | -48.1% | -26.5% | -21.6% | -45.2% |
| 6M | -56.4% | -33.0% | -23.4% | -54.5% |
| YTD | -61.2% | +84.3% | -145.5% | -78.1% |
| 1Y | -73.1% | +82.0% | -155.1% | -84.8% |
| 3Y | +116.2% | +218.5% | -102.3% | -15.5% |
| All | -48.4% | +126.4% | -174.8% | -72.6% |
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