-16.5%
SOUN vs EQIX
+52.4%
-68.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -7.1% | +0.2% | -7.3% | -7.2% |
| 30D | -15.4% | -2.5% | -12.9% | -14.3% |
| 3M | -10.6% | 0.0% | -10.5% | -11.3% |
| 6M | -19.6% | +7.6% | -27.3% | -23.8% |
| YTD | -37.2% | +37.5% | -74.7% | -49.1% |
| 1Y | -57.1% | +32.9% | -90.0% | -64.5% |
| 3Y | +178.2% | +42.8% | +135.5% | +125.6% |
| All | -16.5% | +52.4% | -68.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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