+84.5%
DAL vs SOUN
-24.7%
+109.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.3% |
| 7D | +3.4% | -4.1% | +7.5% | +3.7% |
| 30D | -13.6% | -18.1% | +4.5% | -12.4% |
| 3M | +1.2% | -12.3% | +13.5% | +1.8% |
| 6M | +34.5% | -18.6% | +53.1% | +35.3% |
| YTD | +14.7% | -34.1% | +48.8% | +16.8% |
| 1Y | +29.2% | -57.0% | +86.3% | +34.7% |
| 3Y | +100.0% | +185.7% | -85.7% | +80.9% |
| All | +84.5% | -24.7% | +109.2% | +63.8% |
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