+188.0%
SOUN vs EXEL
+164.8%
+23.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -13.1% | +10.1% | -23.3% | -15.8% |
| 3M | -7.7% | +10.1% | -17.8% | -11.0% |
| 6M | -21.2% | +37.7% | -58.8% | -30.7% |
| YTD | -35.0% | +33.1% | -68.1% | -42.3% |
| 1Y | -56.4% | +52.4% | -108.7% | -63.5% |
| All | +188.0% | +164.8% | +23.2% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling