-16.5%
SOUN vs DD
+65.4%
-81.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | -7.1% | -3.5% | -3.6% | -4.8% |
| 30D | -15.4% | -11.7% | -3.8% | -7.7% |
| 3M | -10.6% | -9.2% | -1.3% | -4.5% |
| 6M | -19.6% | -7.2% | -12.5% | -16.7% |
| YTD | -37.2% | +6.6% | -43.8% | -41.9% |
| 1Y | -57.1% | +32.0% | -89.1% | -66.7% |
| 3Y | +178.2% | +42.1% | +136.1% | +101.8% |
| All | -16.5% | +65.4% | -81.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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