+29.9%
QCOM vs SOUN
-24.7%
+54.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.3% |
| 7D | +5.1% | -4.1% | +9.1% | +5.3% |
| 30D | +4.3% | -18.1% | +22.4% | +5.6% |
| 3M | -19.6% | -12.3% | -7.3% | -19.0% |
| 6M | +29.5% | -18.6% | +48.1% | +30.4% |
| YTD | +3.4% | -34.1% | +37.5% | +5.3% |
| 1Y | +10.9% | -57.0% | +67.9% | +15.6% |
| 3Y | +74.8% | +185.7% | -110.9% | +59.0% |
| All | +29.9% | -24.7% | +54.6% | +16.9% |
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