+526.0%
SOUN vs BOXX
+18.5%
+507.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -1.3% |
| 7D | -7.1% | +0.1% | -7.2% | -8.1% |
| 30D | -15.4% | +0.3% | -15.7% | -20.9% |
| 3M | -10.6% | +1.0% | -11.6% | -28.6% |
| 6M | -19.6% | +1.9% | -21.6% | -47.0% |
| YTD | -37.2% | +2.7% | -39.9% | -64.0% |
| 1Y | -57.1% | +4.0% | -61.1% | -80.4% |
| 3Y | +178.2% | +14.7% | +163.6% | -50.7% |
| All | +526.0% | +18.5% | +507.5% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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