-16.5%
SOUN vs DG
-45.2%
+28.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -7.1% | -6.5% | -0.6% | -5.5% |
| 30D | -15.4% | +4.2% | -19.6% | -16.3% |
| 3M | -10.6% | +9.5% | -20.1% | -13.0% |
| 6M | -19.6% | -13.1% | -6.5% | -17.4% |
| YTD | -37.2% | -4.8% | -32.4% | -36.8% |
| 1Y | -57.1% | +20.6% | -77.7% | -59.1% |
| 3Y | +178.2% | +4.9% | +173.3% | +161.5% |
| All | -16.5% | -45.2% | +28.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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