-16.5%
SOUN vs LYB
-17.4%
+0.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | -15.4% | +2.5% | -17.9% | -16.5% |
| 3M | -10.6% | +1.4% | -12.0% | -12.1% |
| 6M | -19.6% | -3.5% | -16.2% | -23.2% |
| YTD | -37.2% | +52.0% | -89.2% | -55.8% |
| 1Y | -57.1% | +22.1% | -79.1% | -65.3% |
| 3Y | +178.2% | -22.8% | +201.0% | +197.8% |
| All | -16.5% | -17.4% | +0.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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