-16.5%
SOUN vs PSKY
-59.9%
+43.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -7.1% | -2.4% | -4.7% | -6.7% |
| 30D | -15.4% | +11.6% | -27.0% | -17.5% |
| 3M | -10.6% | +1.5% | -12.1% | -11.1% |
| 6M | -19.6% | +7.7% | -27.3% | -20.9% |
| YTD | -37.2% | -20.1% | -17.1% | -34.9% |
| 1Y | -57.1% | -38.3% | -18.8% | -53.4% |
| 3Y | +178.2% | -17.7% | +196.0% | +163.1% |
| All | -16.5% | -59.9% | +43.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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