-12.4%
SOUN vs EXR
-18.7%
+6.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | -18.1% | -6.9% | -11.1% | -15.1% |
| 3M | -12.3% | -3.0% | -9.3% | -11.8% |
| 6M | -18.6% | -2.9% | -15.6% | -18.4% |
| YTD | -34.1% | +9.3% | -43.4% | -38.2% |
| 1Y | -57.0% | -0.9% | -56.1% | -57.6% |
| 3Y | +185.7% | +24.7% | +161.0% | +147.9% |
| All | -12.4% | -18.7% | +6.3% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling