-16.5%
SOUN vs EQX
+75.6%
-92.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.5% |
| 7D | -7.1% | -3.2% | -3.9% | -6.7% |
| 30D | -15.4% | +7.8% | -23.2% | -16.3% |
| 3M | -10.6% | +21.3% | -31.9% | -12.8% |
| 6M | -19.6% | -22.4% | +2.8% | -18.7% |
| YTD | -37.2% | -11.3% | -25.9% | -36.9% |
| 1Y | -57.1% | +13.5% | -70.6% | -57.1% |
| 3Y | +178.2% | +162.1% | +16.1% | +180.7% |
| All | -16.5% | +75.6% | -92.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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