+178.2%
SOUN vs DLTR
+1.4%
+176.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -7.1% | -10.1% | +3.0% | -4.5% |
| 30D | -15.4% | -8.1% | -7.3% | -13.7% |
| 3M | -10.6% | +2.9% | -13.4% | -11.7% |
| 6M | -19.6% | +4.3% | -24.0% | -21.5% |
| YTD | -37.2% | -3.9% | -33.3% | -37.4% |
| 1Y | -57.1% | +18.9% | -76.0% | -59.5% |
| 3Y | +178.2% | +1.9% | +176.3% | +110.6% |
| All | +178.2% | +1.4% | +176.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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