-12.4%
SOUN vs PHM
+193.6%
-206.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.9% |
| 7D | -4.1% | -2.5% | -1.6% | -3.0% |
| 30D | -18.1% | -9.7% | -8.4% | -14.3% |
| 3M | -12.3% | +2.2% | -14.5% | -14.2% |
| 6M | -18.6% | -5.7% | -12.9% | -17.7% |
| YTD | -34.1% | +2.8% | -36.9% | -36.7% |
| 1Y | -57.0% | -14.4% | -42.6% | -55.0% |
| 3Y | +185.7% | +52.2% | +133.4% | +131.6% |
| All | -12.4% | +193.6% | -206.0% | -39.8% |
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