-13.6%
SOUN vs SM
+20.2%
-33.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -13.1% | +20.3% | -33.4% | -18.2% |
| 3M | -7.7% | +22.9% | -30.6% | -15.6% |
| 6M | -21.2% | +47.8% | -69.0% | -35.2% |
| YTD | -35.0% | +107.5% | -142.5% | -54.2% |
| 1Y | -56.4% | +51.7% | -108.1% | -65.3% |
| 3Y | +181.7% | -0.9% | +182.6% | +146.6% |
| All | -13.6% | +20.2% | -33.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling