+21.1%
TSLA vs SOUN
-22.7%
+43.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -5.2% | +6.7% | +2.3% |
| 30D | +10.1% | +4.8% | +5.3% | +9.2% |
| 3M | -15.4% | -15.9% | +0.5% | -13.5% |
| 6M | -12.8% | -17.4% | +4.6% | -11.4% |
| YTD | -21.3% | -32.4% | +11.1% | -18.3% |
| 1Y | +4.6% | -49.3% | +53.9% | +11.9% |
| 3Y | +44.5% | +167.5% | -122.9% | +15.1% |
| All | +21.1% | -22.7% | +43.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling