+95.2%
NEM vs SOUN
-28.2%
+123.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.0% | -7.1% | +6.1% | -0.9% |
| 30D | +7.8% | -15.4% | +23.2% | +8.1% |
| 3M | +30.2% | -10.6% | +40.8% | +30.4% |
| 6M | +9.6% | -19.6% | +29.2% | +9.8% |
| YTD | +27.8% | -37.2% | +65.0% | +28.2% |
| 1Y | +60.7% | -57.1% | +117.8% | +61.5% |
| 3Y | +245.3% | +178.2% | +67.1% | +249.1% |
| All | +95.2% | -28.2% | +123.5% | +101.8% |
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 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