+171.2%
GILD vs SOUN
-28.2%
+199.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -7.1% | +2.3% | -4.6% |
| 30D | +5.8% | -15.4% | +21.2% | +6.2% |
| 3M | +14.9% | -10.6% | +25.5% | +15.1% |
| 6M | -0.4% | -19.6% | +19.3% | -0.1% |
| YTD | +18.5% | -37.2% | +55.7% | +19.5% |
| 1Y | +25.1% | -57.1% | +82.2% | +27.1% |
| 3Y | +105.9% | +178.2% | -72.3% | +95.5% |
| All | +171.2% | -28.2% | +199.4% | +155.9% |
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