+6.4%
DIS vs SOUN
-60.0%
+66.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +1.9% | -15.1% | +17.0% | +2.6% |
| 30D | +9.2% | -23.0% | +32.1% | +10.3% |
| 3M | +13.5% | -53.3% | +66.9% | +17.1% |
| 6M | +14.3% | -58.6% | +72.8% | +18.3% |
| YTD | +5.4% | -65.0% | +70.4% | +9.3% |
| 1Y | +12.2% | -71.4% | +83.6% | +17.2% |
| 3Y | +37.2% | +75.4% | -38.2% | +29.0% |
| All | +6.4% | -60.0% | +66.4% | +0.1% |
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