-16.5%
SOUN vs NVTS
+66.1%
-82.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.3% |
| 7D | -7.1% | -1.4% | -5.7% | -6.9% |
| 30D | -15.4% | -16.5% | +1.1% | -12.2% |
| 3M | -10.6% | -47.6% | +37.1% | +1.8% |
| 6M | -19.6% | +7.3% | -26.9% | -28.3% |
| YTD | -37.2% | +62.9% | -100.1% | -50.4% |
| 1Y | -57.1% | +91.3% | -148.3% | -67.9% |
| 3Y | +178.2% | +43.4% | +134.8% | +108.2% |
| All | -16.5% | +66.1% | -82.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling