+66.7%
DIA vs SOUN
-60.0%
+126.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.2% |
| 7D | +2.1% | -15.1% | +17.2% | +2.6% |
| 30D | +1.5% | -23.0% | +24.4% | +2.2% |
| 3M | -2.4% | -53.3% | +50.9% | -0.3% |
| 6M | +6.0% | -58.6% | +64.5% | +8.4% |
| YTD | +10.1% | -65.0% | +75.1% | +12.8% |
| 1Y | +11.8% | -71.4% | +83.3% | +15.1% |
| 3Y | +59.7% | +75.4% | -15.7% | +55.2% |
| All | +66.7% | -60.0% | +126.6% | +61.8% |
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