-16.5%
SOUN vs DGX
+85.4%
-102.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -7.1% | -0.9% | -6.2% | -6.9% |
| 30D | -15.4% | -1.2% | -14.2% | -15.2% |
| 3M | -10.6% | +15.8% | -26.3% | -13.5% |
| 6M | -19.6% | +18.2% | -37.8% | -22.9% |
| YTD | -37.2% | +37.2% | -74.4% | -43.1% |
| 1Y | -57.1% | +30.4% | -87.4% | -60.4% |
| 3Y | +178.2% | +96.7% | +81.5% | +111.4% |
| All | -16.5% | +85.4% | -102.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling