-12.4%
SOUN vs SIMO
+263.2%
-275.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -4.9% |
| 7D | -4.1% | +14.6% | -18.7% | -9.3% |
| 30D | -18.1% | +6.2% | -24.3% | -20.9% |
| 3M | -12.3% | +3.6% | -15.8% | -17.1% |
| 6M | -18.6% | +130.8% | -149.4% | -51.4% |
| YTD | -34.1% | +195.8% | -229.9% | -67.5% |
| 1Y | -57.0% | +225.0% | -282.0% | -80.0% |
| 3Y | +185.7% | +452.3% | -266.7% | -5.4% |
| All | -12.4% | +263.2% | -275.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling