-16.5%
SOUN vs SM
+20.6%
-37.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -7.1% | +4.6% | -11.7% | -8.4% |
| 30D | -15.4% | +18.2% | -33.6% | -19.9% |
| 3M | -10.6% | +22.5% | -33.1% | -17.9% |
| 6M | -19.6% | +50.6% | -70.2% | -34.4% |
| YTD | -37.2% | +108.1% | -145.3% | -55.8% |
| 1Y | -57.1% | +46.0% | -103.1% | -65.2% |
| 3Y | +178.2% | +2.9% | +175.4% | +140.6% |
| All | -16.5% | +20.6% | -37.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling