-13.6%
SOUN vs COPX
+161.2%
-174.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | -4.4% | +6.0% | -10.4% | -7.7% |
| 30D | -13.1% | +6.4% | -19.6% | -16.4% |
| 3M | -7.7% | +19.3% | -27.0% | -16.9% |
| 6M | -21.2% | +16.2% | -37.4% | -28.8% |
| YTD | -35.0% | +33.2% | -68.2% | -46.4% |
| 1Y | -56.4% | +90.2% | -146.6% | -70.6% |
| 3Y | +181.7% | +175.7% | +6.1% | +62.6% |
| All | -13.6% | +161.2% | -174.8% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling