-16.5%
SOUN vs PHM
+189.1%
-205.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -7.1% | -5.0% | -2.1% | -5.0% |
| 30D | -15.4% | -8.4% | -7.0% | -12.0% |
| 3M | -10.6% | -4.4% | -6.1% | -9.6% |
| 6M | -19.6% | -3.7% | -15.9% | -19.6% |
| YTD | -37.2% | +1.3% | -38.5% | -39.3% |
| 1Y | -57.1% | -14.0% | -43.0% | -55.2% |
| 3Y | +178.2% | +48.1% | +130.1% | +127.8% |
| All | -16.5% | +189.1% | -205.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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