-52.0%
SOUN vs EXR
-6.5%
-45.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.6% |
| 7D | -15.5% | -1.2% | -14.3% | -15.0% |
| 30D | -26.2% | +18.3% | -44.5% | -32.1% |
| 3M | -51.4% | +9.1% | -60.4% | -53.4% |
| 6M | -55.3% | +11.7% | -67.1% | -58.2% |
| YTD | -63.9% | +25.7% | -89.6% | -68.4% |
| 1Y | -72.8% | +24.9% | -97.7% | -76.2% |
| 3Y | +101.1% | +51.4% | +49.7% | +59.4% |
| All | -52.0% | -6.5% | -45.5% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling