-53.5%
SOUN vs EXE
+29.8%
-83.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -15.1% | +5.3% | -20.4% | -16.3% |
| 30D | -23.0% | -2.2% | -20.8% | -22.6% |
| 3M | -53.3% | -5.9% | -47.5% | -52.7% |
| 6M | -58.6% | -5.7% | -52.8% | -58.2% |
| YTD | -65.0% | -17.8% | -47.2% | -63.6% |
| 1Y | -71.4% | -23.1% | -48.3% | -69.6% |
| 3Y | +75.4% | +21.2% | +54.2% | +55.4% |
| All | -53.5% | +29.8% | -83.2% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling