-10.1%
SOUN vs DG
-41.4%
+31.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -5.2% | +8.4% | -13.6% | -7.2% |
| 30D | +4.8% | +4.9% | -0.1% | +3.5% |
| 3M | -15.9% | +29.3% | -45.2% | -21.6% |
| 6M | -17.4% | -11.3% | -6.1% | -15.6% |
| YTD | -32.4% | +1.8% | -34.2% | -33.1% |
| 1Y | -49.3% | +25.3% | -74.6% | -52.3% |
| 3Y | +167.5% | +9.1% | +158.4% | +150.0% |
| All | -10.1% | -41.4% | +31.3% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling