+126.3%
SOUN vs SWK
+56.6%
+69.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -3.5% |
| 7D | -1.0% | +10.7% | -11.7% | -8.7% |
| 30D | -24.9% | +33.3% | -58.2% | -40.1% |
| 3M | -49.5% | +14.7% | -64.2% | -54.9% |
| 6M | -54.4% | +48.5% | -102.9% | -67.1% |
| YTD | -59.4% | +63.9% | -123.3% | -73.6% |
| 1Y | -71.4% | +80.4% | -151.8% | -83.0% |
| All | +126.3% | +56.6% | +69.7% | +33.1% |
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