+188.0%
SOUN vs SIMO
+432.2%
-244.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -3.1% |
| 7D | -5.2% | +4.2% | -9.4% | -6.7% |
| 30D | +4.8% | +4.1% | +0.7% | +2.2% |
| 3M | -15.9% | -12.9% | -3.0% | -14.8% |
| 6M | -17.4% | +110.3% | -127.7% | -48.5% |
| YTD | -32.4% | +178.6% | -211.0% | -67.1% |
| 1Y | -49.3% | +220.0% | -269.3% | -77.9% |
| All | +188.0% | +432.2% | -244.2% | -32.0% |
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 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