-47.9%
SOUN vs SWK
+8.5%
-56.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | -9.5% | -2.3% | -7.2% | -8.2% |
| 30D | -21.3% | +30.4% | -51.8% | -34.5% |
| 3M | -47.2% | +12.1% | -59.4% | -51.5% |
| 6M | -53.7% | +49.1% | -102.8% | -65.2% |
| YTD | -60.8% | +60.4% | -121.2% | -72.4% |
| 1Y | -70.9% | +78.3% | -149.2% | -81.1% |
| 3Y | +118.4% | +53.3% | +65.1% | +55.1% |
| All | -47.9% | +8.5% | -56.4% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling