-16.5%
SOUN vs DVA
+66.8%
-83.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -7.1% | -1.3% | -5.8% | -6.8% |
| 30D | -15.4% | 0.0% | -15.4% | -15.5% |
| 3M | -10.6% | -10.9% | +0.4% | -8.8% |
| 6M | -19.6% | +17.3% | -36.9% | -25.5% |
| YTD | -37.2% | +59.8% | -97.0% | -49.4% |
| 1Y | -57.1% | +36.3% | -93.3% | -63.0% |
| 3Y | +178.2% | +88.6% | +89.6% | +122.3% |
| All | -16.5% | +66.8% | -83.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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