+178.2%
SOUN vs DGX
+96.4%
+81.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -7.1% | -0.9% | -6.2% | -7.1% |
| 30D | -15.4% | -1.2% | -14.2% | -15.4% |
| 3M | -10.6% | +15.8% | -26.3% | -10.7% |
| 6M | -19.6% | +18.2% | -37.8% | -19.8% |
| YTD | -37.2% | +37.2% | -74.4% | -39.0% |
| 1Y | -57.1% | +30.4% | -87.4% | -57.8% |
| 3Y | +178.2% | +96.7% | +81.5% | +167.8% |
| All | +178.2% | +96.4% | +81.8% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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