+31.1%
FXI vs SOUN
-24.7%
+55.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -2.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.9% |
| 30D | -3.2% | -18.1% | +14.8% | -2.9% |
| 3M | +1.7% | -12.3% | +14.0% | +1.8% |
| 6M | -1.6% | -18.6% | +17.0% | -1.4% |
| YTD | -7.9% | -34.1% | +26.2% | -7.5% |
| 1Y | -9.6% | -57.0% | +47.4% | -8.6% |
| 3Y | +40.5% | +185.7% | -145.2% | +38.8% |
| All | +31.1% | -24.7% | +55.7% | +30.9% |
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