-10.1%
SOUN vs CLX
-26.4%
+16.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -5.2% | -9.2% | +4.0% | -2.0% |
| 30D | +4.8% | -11.0% | +15.9% | +9.0% |
| 3M | -15.9% | +5.0% | -20.9% | -18.4% |
| 6M | -17.4% | -18.8% | +1.4% | -10.5% |
| YTD | -32.4% | -4.4% | -28.0% | -33.2% |
| 1Y | -49.3% | -21.9% | -27.4% | -44.3% |
| 3Y | +167.5% | -32.8% | +200.2% | +209.8% |
| All | -10.1% | -26.4% | +16.3% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling