+94.2%
NEM vs SOUN
-28.0%
+122.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | -3.3% | -6.8% | +3.5% | -3.2% |
| 30D | +7.8% | -15.2% | +23.1% | +8.1% |
| 3M | +36.3% | -7.0% | +43.2% | +36.3% |
| 6M | +6.6% | -20.5% | +27.1% | +6.7% |
| YTD | +27.1% | -37.0% | +64.2% | +27.5% |
| 1Y | +62.3% | -55.3% | +117.6% | +63.1% |
| 3Y | +245.1% | +173.0% | +72.0% | +248.7% |
| All | +94.2% | -28.0% | +122.2% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling