-10.1%
SOUN vs SWK
-9.4%
-0.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | +4.8% | -5.7% | +10.5% | +9.1% |
| 3M | -15.9% | +24.1% | -39.9% | -27.7% |
| 6M | -17.4% | +24.7% | -42.1% | -30.3% |
| YTD | -32.4% | +33.9% | -66.3% | -45.9% |
| 1Y | -49.3% | +34.7% | -84.0% | -59.8% |
| 3Y | +167.5% | +15.3% | +152.2% | +127.1% |
| All | -10.1% | -9.4% | -0.7% | +6.0% |
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