-22.2%
DXCM vs SOUN
-55.2%
+32.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -9.2% | -9.5% | +0.3% | -8.9% |
| 30D | -6.5% | -21.3% | +14.8% | -5.9% |
| 3M | -10.3% | -47.2% | +37.0% | -8.7% |
| 6M | +35.4% | -53.7% | +89.1% | +38.0% |
| YTD | +21.1% | -60.8% | +81.8% | +23.6% |
| 1Y | +38.2% | -70.9% | +109.1% | +42.0% |
| 3Y | -14.6% | +118.4% | -133.0% | -18.7% |
| All | -22.2% | -55.2% | +32.9% | -27.3% |
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