+23.5%
QCOM vs SOUN
-52.9%
+76.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +5.8% |
| 7D | +0.4% | -2.6% | +3.0% | +0.6% |
| 30D | -6.6% | -27.0% | +20.4% | -4.6% |
| 3M | +3.7% | -41.9% | +45.6% | +7.4% |
| 6M | -13.3% | -56.1% | +42.8% | -8.8% |
| YTD | -1.8% | -58.8% | +57.0% | +3.2% |
| 1Y | -2.5% | -71.1% | +68.6% | +4.5% |
| 3Y | +47.0% | +130.9% | -83.9% | +36.9% |
| All | +23.5% | -52.9% | +76.3% | +14.5% |
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