+33.4%
TSLA vs SOUN
-60.0%
+93.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.4% |
| 7D | +8.9% | -15.1% | +24.0% | +11.3% |
| 30D | +6.3% | -23.0% | +29.2% | +9.8% |
| 3M | +14.8% | -53.3% | +68.1% | +26.7% |
| 6M | -12.4% | -58.6% | +46.2% | -2.1% |
| YTD | -13.2% | -65.0% | +51.8% | -2.0% |
| 1Y | -2.9% | -71.4% | +68.5% | +12.4% |
| 3Y | +74.4% | +75.4% | -0.9% | +48.4% |
| All | +33.4% | -60.0% | +93.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling