-53.5%
SOUN vs EXR
-6.3%
-47.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -15.1% | -0.4% | -14.7% | -14.9% |
| 30D | -23.0% | +18.2% | -41.2% | -29.1% |
| 3M | -53.3% | +7.3% | -60.7% | -55.0% |
| 6M | -58.6% | +13.8% | -72.4% | -61.6% |
| YTD | -65.0% | +25.9% | -90.9% | -69.4% |
| 1Y | -71.4% | +25.8% | -97.2% | -75.1% |
| 3Y | +75.4% | +53.7% | +21.7% | +38.2% |
| All | -53.5% | -6.3% | -47.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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