-12.4%
SOUN vs EXEL
+154.6%
-167.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -1.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.7% |
| 30D | -18.1% | +6.7% | -24.7% | -20.6% |
| 3M | -12.3% | +11.5% | -23.7% | -17.4% |
| 6M | -18.6% | +38.8% | -57.4% | -32.4% |
| YTD | -34.1% | +31.6% | -65.7% | -44.0% |
| 1Y | -57.0% | +53.0% | -110.0% | -66.7% |
| 3Y | +185.7% | +160.8% | +24.8% | +47.2% |
| All | -12.4% | +154.6% | -167.0% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling