-16.5%
SOUN vs DTE
+14.1%
-30.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.4% |
| 7D | -7.1% | -2.6% | -4.5% | -7.3% |
| 30D | -15.4% | -4.4% | -11.0% | -15.7% |
| 3M | -10.6% | -8.3% | -2.2% | -11.2% |
| 6M | -19.6% | -8.1% | -11.6% | -20.2% |
| YTD | -37.2% | +4.4% | -41.6% | -37.8% |
| 1Y | -57.1% | +0.2% | -57.2% | -57.4% |
| 3Y | +178.2% | +42.6% | +135.6% | +184.7% |
| All | -16.5% | +14.1% | -30.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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