-43.2%
SOUN vs SW
+28.6%
-71.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -2.3% | +4.7% | -6.9% | -3.1% |
| 30D | -25.5% | +5.0% | -30.5% | -26.2% |
| 3M | -33.7% | -7.3% | -26.4% | -32.9% |
| 6M | -53.4% | +15.0% | -68.4% | -54.6% |
| YTD | -57.3% | +18.5% | -75.8% | -58.8% |
| 1Y | -72.9% | +27.1% | -100.0% | -74.2% |
| 3Y | +131.5% | +49.3% | +82.2% | +140.8% |
| All | -43.2% | +28.6% | -71.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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