-71.4%
SOUN vs SITM
+47.5%
-119.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.4% | +14.2% | +6.6% |
| 7D | -2.7% | -19.5% | +16.8% | +1.2% |
| 30D | -26.5% | -43.2% | +16.7% | -18.3% |
| 3M | -33.6% | -30.8% | -2.8% | -29.8% |
| 6M | -54.4% | -28.6% | -25.8% | -52.8% |
| YTD | -56.7% | +14.2% | -70.8% | -58.2% |
| 1Y | -71.4% | +44.4% | -115.8% | -72.7% |
| All | -71.4% | +47.5% | -119.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling