-16.5%
SOUN vs CLX
-30.6%
+14.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -7.1% | -5.7% | -1.4% | -5.2% |
| 30D | -15.4% | -17.0% | +1.6% | -9.8% |
| 3M | -10.6% | -9.7% | -0.9% | -7.9% |
| 6M | -19.6% | -19.8% | +0.2% | -13.0% |
| YTD | -37.2% | -9.8% | -27.4% | -36.7% |
| 1Y | -57.1% | -26.2% | -30.9% | -51.9% |
| 3Y | +178.2% | -36.2% | +214.4% | +227.9% |
| All | -16.5% | -30.6% | +14.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling