-16.5%
SOUN vs QID
-84.1%
+67.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -1.9% |
| 7D | -7.1% | +1.3% | -8.4% | -6.0% |
| 30D | -15.4% | +2.9% | -18.4% | -12.8% |
| 3M | -10.6% | -0.7% | -9.9% | -7.8% |
| 6M | -19.6% | -29.7% | +10.0% | -36.1% |
| YTD | -37.2% | -27.9% | -9.3% | -47.9% |
| 1Y | -57.1% | -34.6% | -22.5% | -66.1% |
| 3Y | +178.2% | -73.5% | +251.8% | +51.8% |
| All | -16.5% | -84.1% | +67.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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