+11.0%
EXC vs SOUN
-55.2%
+66.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.2% |
| 7D | -1.4% | -9.5% | +8.1% | -1.4% |
| 30D | +8.3% | -21.3% | +29.6% | +8.2% |
| 3M | +2.6% | -47.2% | +49.9% | +2.5% |
| 6M | +5.2% | -53.7% | +58.9% | +5.0% |
| YTD | +7.5% | -60.8% | +68.3% | +7.4% |
| 1Y | +3.2% | -70.9% | +74.1% | +3.1% |
| 3Y | +29.5% | +118.4% | -88.9% | +27.1% |
| All | +11.0% | -55.2% | +66.2% | +9.9% |
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 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