-73.1%
SOUN vs SWK
+77.0%
-150.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.8% |
| 7D | -6.1% | +11.3% | -17.4% | -10.5% |
| 30D | -28.2% | +31.5% | -59.7% | -36.6% |
| 3M | -48.1% | +14.4% | -62.6% | -51.3% |
| 6M | -56.4% | +46.4% | -102.8% | -63.2% |
| YTD | -61.2% | +61.6% | -122.8% | -69.2% |
| 1Y | -73.1% | +78.7% | -151.9% | -79.6% |
| All | -73.1% | +77.0% | -150.1% | -79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling