+75.4%
SOUN vs CLX
-6.4%
+81.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.3% |
| 7D | -15.1% | +9.5% | -24.6% | -16.7% |
| 30D | -23.0% | +30.7% | -53.7% | -27.1% |
| 3M | -53.3% | +4.2% | -57.6% | -53.9% |
| 6M | -58.6% | +22.1% | -80.7% | -60.6% |
| YTD | -65.0% | +14.1% | -79.1% | -66.5% |
| 1Y | -71.4% | +10.3% | -81.8% | -72.2% |
| 3Y | +75.4% | -7.8% | +83.2% | +72.0% |
| All | +75.4% | -6.4% | +81.8% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling