-52.0%
SOUN vs SM
+3.7%
-55.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.2% | -13.1% | -9.3% |
| 7D | -15.5% | +10.6% | -26.1% | -18.0% |
| 30D | -26.2% | -15.0% | -11.3% | -23.7% |
| 3M | -51.4% | +1.7% | -53.0% | -52.8% |
| 6M | -55.3% | +5.9% | -61.2% | -58.3% |
| YTD | -63.9% | +79.0% | -142.9% | -74.0% |
| 1Y | -72.8% | +84.7% | -157.5% | -80.7% |
| 3Y | +101.1% | -3.5% | +104.6% | +73.8% |
| All | -52.0% | +3.7% | -55.7% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling