+47.0%
QCOM vs SOUN
+114.1%
-67.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +5.9% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | -6.6% | -27.0% | +20.4% | -3.5% |
| 3M | +3.7% | -41.9% | +45.6% | +9.6% |
| 6M | -13.3% | -56.1% | +42.8% | -6.2% |
| YTD | -1.8% | -58.8% | +57.0% | +6.0% |
| 1Y | -2.5% | -71.1% | +68.6% | +8.5% |
| 3Y | +47.0% | +130.9% | -83.9% | +35.1% |
| All | +47.0% | +114.1% | -67.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling