+188.0%
SOUN vs DD
+42.2%
+145.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.9% |
| 7D | -4.4% | -3.8% | -0.7% | -1.2% |
| 30D | -13.1% | -9.2% | -3.9% | -5.6% |
| 3M | -7.7% | -9.0% | +1.3% | -0.2% |
| 6M | -21.2% | -5.0% | -16.2% | -19.9% |
| YTD | -35.0% | +7.4% | -42.4% | -42.3% |
| 1Y | -56.4% | +35.1% | -91.5% | -70.1% |
| All | +188.0% | +42.2% | +145.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling