+185.7%
SOUN vs SM
-2.8%
+188.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.6% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -18.1% | +31.5% | -49.6% | -25.0% |
| 3M | -12.3% | +17.3% | -29.6% | -18.1% |
| 6M | -18.6% | +48.5% | -67.1% | -34.0% |
| YTD | -34.1% | +106.3% | -140.4% | -55.4% |
| 1Y | -57.0% | +47.3% | -104.3% | -65.7% |
| 3Y | +185.7% | -1.4% | +187.1% | +112.2% |
| All | +185.7% | -2.8% | +188.4% | +112.2% |
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 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