-16.5%
SOUN vs COPX
+142.8%
-159.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.1% | -2.3% | -4.8% | -6.1% |
| 30D | -15.4% | +0.3% | -15.7% | -15.9% |
| 3M | -10.6% | +6.8% | -17.4% | -14.4% |
| 6M | -19.6% | +7.9% | -27.6% | -24.4% |
| YTD | -37.2% | +23.7% | -60.9% | -46.1% |
| 1Y | -57.1% | +71.5% | -128.6% | -69.4% |
| 3Y | +178.2% | +149.1% | +29.1% | +67.0% |
| All | -16.5% | +142.8% | -159.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling