-53.5%
SOUN vs PHM
+211.2%
-264.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -15.1% | -4.1% | -10.9% | -13.4% |
| 30D | -23.0% | +16.1% | -39.1% | -28.2% |
| 3M | -53.3% | -2.5% | -50.8% | -53.0% |
| 6M | -58.6% | +12.9% | -71.5% | -61.5% |
| YTD | -65.0% | +9.0% | -74.0% | -67.4% |
| 1Y | -71.4% | +8.2% | -79.6% | -73.4% |
| 3Y | +75.4% | +58.4% | +16.9% | +38.9% |
| All | -53.5% | +211.2% | -264.7% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling