-10.1%
SOUN vs SW
+32.4%
-42.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -5.2% | -5.1% | -0.1% | -4.3% |
| 30D | +4.8% | -4.6% | +9.4% | +5.7% |
| 3M | -15.9% | +9.4% | -25.2% | -17.3% |
| 6M | -17.4% | +3.5% | -20.9% | -18.4% |
| YTD | -32.4% | +22.0% | -54.4% | -35.1% |
| 1Y | -49.3% | +2.2% | -51.5% | -50.2% |
| 3Y | +167.5% | +19.6% | +147.9% | +165.3% |
| All | -10.1% | +32.4% | -42.5% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling