+134.1%
SOUN vs SIMO
+229.1%
-95.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.1% | -3.2% |
| 7D | -1.0% | -8.5% | +7.5% | +0.7% |
| 30D | -24.9% | -34.8% | +10.0% | -15.4% |
| 3M | -49.5% | -32.8% | -16.7% | -45.2% |
| 6M | -54.4% | -32.0% | -22.4% | -52.8% |
| YTD | -59.4% | +87.0% | -146.4% | -77.9% |
| 1Y | -71.4% | +86.1% | -157.4% | -84.4% |
| 3Y | +134.1% | +226.4% | -92.3% | -33.2% |
| All | +134.1% | +229.1% | -95.0% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling