-18.2%
DXCM vs SOUN
-28.0%
+9.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.8% |
| 7D | -5.8% | -6.8% | +1.0% | -5.6% |
| 30D | -5.6% | -15.2% | +9.6% | -5.2% |
| 3M | +13.0% | -7.0% | +20.0% | +13.1% |
| 6M | +24.7% | -20.5% | +45.2% | +25.1% |
| YTD | +27.3% | -37.0% | +64.3% | +28.3% |
| 1Y | +11.2% | -55.3% | +66.5% | +12.7% |
| 3Y | -19.0% | +173.0% | -192.1% | -23.5% |
| All | -18.2% | -28.0% | +9.8% | -24.5% |
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