+24.9%
TSLA vs SOUN
-28.2%
+53.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.2% | -7.1% | +10.3% | +4.2% |
| 30D | +11.6% | -15.4% | +27.0% | +14.2% |
| 3M | -8.4% | -10.6% | +2.1% | -7.2% |
| 6M | -10.4% | -19.6% | +9.2% | -8.6% |
| YTD | -18.7% | -37.2% | +18.5% | -14.8% |
| 1Y | -0.9% | -57.1% | +56.2% | +8.4% |
| 3Y | +33.6% | +178.2% | -144.6% | +6.3% |
| All | +24.9% | -28.2% | +53.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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