-13.6%
SOUN vs EXE
+40.7%
-54.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -4.4% | -2.7% | -1.7% | -3.7% |
| 30D | -13.1% | -0.4% | -12.8% | -13.1% |
| 3M | -7.7% | +9.5% | -17.2% | -10.5% |
| 6M | -21.2% | -9.3% | -11.8% | -19.5% |
| YTD | -35.0% | -10.9% | -24.1% | -33.7% |
| 1Y | -56.4% | +4.3% | -60.7% | -58.2% |
| 3Y | +181.7% | +18.8% | +162.9% | +151.5% |
| All | -13.6% | +40.7% | -54.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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