+256.2%
PSX vs SOUN
-60.0%
+316.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.8% |
| 7D | +7.8% | -15.1% | +22.9% | +8.0% |
| 30D | -10.9% | -23.0% | +12.1% | -10.6% |
| 3M | +14.5% | -53.3% | +67.8% | +15.7% |
| 6M | +56.1% | -58.6% | +114.7% | +58.0% |
| YTD | +109.6% | -65.0% | +174.6% | +112.3% |
| 1Y | +95.5% | -71.4% | +167.0% | +98.8% |
| 3Y | +156.2% | +75.4% | +80.8% | +152.5% |
| All | +256.2% | -60.0% | +316.1% | +256.2% |
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