+95.7%
NEM vs SOUN
-24.7%
+120.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | +3.9% | -4.1% | +7.9% | +3.9% |
| 30D | +12.7% | -18.1% | +30.8% | +13.0% |
| 3M | +28.7% | -12.3% | +40.9% | +28.8% |
| 6M | +9.8% | -18.6% | +28.4% | +9.9% |
| YTD | +28.1% | -34.1% | +62.2% | +28.4% |
| 1Y | +69.3% | -57.0% | +126.4% | +70.1% |
| 3Y | +247.7% | +185.7% | +62.0% | +251.1% |
| All | +95.7% | -24.7% | +120.3% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling