-16.5%
SOUN vs SITM
+275.0%
-291.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -2.2% |
| 7D | -7.1% | +3.9% | -11.0% | -8.4% |
| 30D | -15.4% | -6.6% | -8.8% | -14.2% |
| 3M | -10.6% | -11.9% | +1.3% | -9.0% |
| 6M | -19.6% | +81.1% | -100.8% | -38.7% |
| YTD | -37.2% | +80.0% | -117.2% | -53.4% |
| 1Y | -57.1% | +145.8% | -202.9% | -72.4% |
| 3Y | +178.2% | +475.9% | -297.7% | +27.1% |
| All | -16.5% | +275.0% | -291.5% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling