-48.4%
SOUN vs SWK
+9.3%
-57.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.5% |
| 7D | -6.1% | +11.3% | -17.4% | -12.8% |
| 30D | -28.2% | +31.5% | -59.7% | -40.5% |
| 3M | -48.1% | +14.4% | -62.6% | -53.0% |
| 6M | -56.4% | +46.4% | -102.8% | -66.8% |
| YTD | -61.2% | +61.6% | -122.8% | -72.8% |
| 1Y | -73.1% | +78.7% | -151.9% | -82.6% |
| 3Y | +116.2% | +54.4% | +61.8% | +52.9% |
| All | -48.4% | +9.3% | -57.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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