-16.5%
SOUN vs SMTC
+176.7%
-193.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -2.0% |
| 7D | -7.1% | +13.1% | -20.2% | -11.1% |
| 30D | -15.4% | +19.5% | -34.9% | -21.7% |
| 3M | -10.6% | +2.2% | -12.8% | -14.3% |
| 6M | -19.6% | +94.9% | -114.5% | -40.2% |
| YTD | -37.2% | +127.0% | -164.2% | -56.0% |
| 1Y | -57.1% | +174.6% | -231.6% | -72.0% |
| 3Y | +178.2% | +615.9% | -437.7% | +21.7% |
| All | -16.5% | +176.7% | -193.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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