-5.8%
DIS vs SOUN
-22.7%
+16.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -5.2% | +2.6% | -2.4% |
| 30D | +3.5% | +4.8% | -1.3% | +3.2% |
| 3M | +6.8% | -15.9% | +22.7% | +7.4% |
| 6M | +3.0% | -17.4% | +20.4% | +3.3% |
| YTD | -6.7% | -32.4% | +25.7% | -5.8% |
| 1Y | -10.1% | -49.3% | +39.2% | -8.4% |
| 3Y | +33.0% | +167.5% | -134.4% | +22.4% |
| All | -5.8% | -22.7% | +16.9% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling