-19.7%
SWKS vs SOUN
-55.6%
+36.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.1% |
| 7D | -3.1% | -6.1% | +2.9% | -2.8% |
| 30D | +8.3% | -28.2% | +36.5% | +10.6% |
| 3M | +20.2% | -48.1% | +68.4% | +25.1% |
| 6M | +24.9% | -56.4% | +81.3% | +31.1% |
| YTD | +33.2% | -61.2% | +94.3% | +39.8% |
| 1Y | +23.6% | -73.1% | +96.7% | +32.6% |
| 3Y | +1.3% | +116.2% | -114.9% | -4.9% |
| All | -19.7% | -55.6% | +36.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling