-10.1%
SOUN vs SMTC
+144.7%
-154.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -3.0% |
| 7D | -5.2% | +12.7% | -18.0% | -9.1% |
| 30D | +4.8% | +22.0% | -17.1% | -3.4% |
| 3M | -15.9% | -12.7% | -3.2% | -14.7% |
| 6M | -17.4% | +64.8% | -82.2% | -34.9% |
| YTD | -32.4% | +100.7% | -133.1% | -50.6% |
| 1Y | -49.3% | +146.9% | -196.2% | -65.6% |
| 3Y | +167.5% | +456.8% | -289.4% | +25.6% |
| All | -10.1% | +144.7% | -154.8% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling