-16.3%
SOUN vs EXEL
+153.6%
-169.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.4% |
| 7D | -6.8% | -2.9% | -3.9% | -5.6% |
| 30D | -15.2% | +11.9% | -27.1% | -19.6% |
| 3M | -7.0% | +9.2% | -16.2% | -11.5% |
| 6M | -20.5% | +39.1% | -59.6% | -34.1% |
| YTD | -37.0% | +31.0% | -68.0% | -46.3% |
| 1Y | -55.3% | +52.3% | -107.6% | -65.3% |
| 3Y | +173.0% | +159.7% | +13.3% | +40.9% |
| All | -16.3% | +153.6% | -169.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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