-16.3%
SOUN vs PHM
+184.6%
-200.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.1% |
| 7D | -6.8% | -6.4% | -0.5% | -4.0% |
| 30D | -15.2% | -12.1% | -3.2% | -10.3% |
| 3M | -7.0% | -1.5% | -5.4% | -7.2% |
| 6M | -20.5% | -6.0% | -14.5% | -19.6% |
| YTD | -37.0% | -0.3% | -36.7% | -38.6% |
| 1Y | -55.3% | -13.3% | -42.0% | -53.6% |
| 3Y | +173.0% | +47.6% | +125.5% | +124.5% |
| All | -16.3% | +184.6% | -200.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling