-45.2%
SOUN vs DECK
+94.4%
-139.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | -2.6% | +5.8% | -8.4% | -5.5% |
| 30D | -27.0% | +7.9% | -34.9% | -29.9% |
| 3M | -41.9% | -11.4% | -30.5% | -38.4% |
| 6M | -56.1% | -16.6% | -39.6% | -52.7% |
| YTD | -58.8% | -16.4% | -42.4% | -56.6% |
| 1Y | -71.1% | +8.6% | -79.8% | -74.2% |
| 3Y | +130.9% | -15.1% | +146.0% | +117.8% |
| All | -45.2% | +94.4% | -139.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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