-10.1%
SOUN vs SIMO
+242.1%
-252.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -3.3% |
| 7D | -5.2% | +4.2% | -9.4% | -6.9% |
| 30D | +4.8% | +4.1% | +0.7% | +1.9% |
| 3M | -15.9% | -12.9% | -3.0% | -14.7% |
| 6M | -17.4% | +110.3% | -127.7% | -48.6% |
| YTD | -32.4% | +178.6% | -211.0% | -65.8% |
| 1Y | -49.3% | +220.0% | -269.3% | -76.4% |
| 3Y | +167.5% | +409.0% | -241.6% | -8.4% |
| All | -10.1% | +242.1% | -252.2% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling