+75.4%
SOUN vs SM
-3.9%
+79.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -15.1% | +9.4% | -24.5% | -17.0% |
| 30D | -23.0% | -14.4% | -8.6% | -20.8% |
| 3M | -53.3% | +1.6% | -54.9% | -54.6% |
| 6M | -58.6% | +6.3% | -64.9% | -61.2% |
| YTD | -65.0% | +78.8% | -143.8% | -75.8% |
| 1Y | -71.4% | +83.1% | -154.6% | -80.6% |
| 3Y | +75.4% | -5.9% | +81.3% | +5.1% |
| All | +75.4% | -3.9% | +79.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling