-47.9%
SOUN vs EXR
-5.9%
-42.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -9.5% | -1.1% | -8.4% | -9.0% |
| 30D | -21.3% | +18.8% | -40.1% | -27.8% |
| 3M | -47.2% | +9.9% | -57.1% | -49.7% |
| 6M | -53.7% | +12.6% | -66.4% | -56.9% |
| YTD | -60.8% | +26.5% | -87.3% | -65.8% |
| 1Y | -70.9% | +24.5% | -95.4% | -74.5% |
| 3Y | +118.4% | +52.4% | +66.0% | +72.5% |
| All | -47.9% | -5.9% | -42.0% | -44.0% |
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