+130.9%
SOUN vs SWK
+46.0%
+84.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.3% |
| 7D | -2.6% | +11.0% | -13.6% | -10.5% |
| 30D | -27.0% | +30.1% | -57.1% | -40.7% |
| 3M | -41.9% | +14.7% | -56.6% | -48.0% |
| 6M | -56.1% | +44.5% | -100.6% | -67.7% |
| YTD | -58.8% | +59.4% | -118.2% | -72.7% |
| 1Y | -71.1% | +77.5% | -148.6% | -82.7% |
| 3Y | +130.9% | +49.5% | +81.4% | +42.4% |
| All | +130.9% | +46.0% | +84.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling