+32.9%
TSLA vs SOUN
+173.0%
-140.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | -3.4% | -6.8% | +3.4% | -2.2% |
| 30D | +9.2% | -15.2% | +24.5% | +12.6% |
| 3M | -4.7% | -7.0% | +2.2% | -3.8% |
| 6M | -8.9% | -20.5% | +11.6% | -6.5% |
| YTD | -19.2% | -37.0% | +17.9% | -14.2% |
| 1Y | +4.5% | -55.3% | +59.8% | +16.7% |
| All | +32.9% | +173.0% | -140.2% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling