+179.1%
SOUN vs SPXS
-79.1%
+258.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -1.2% |
| 7D | -6.8% | +6.4% | -13.2% | -0.8% |
| 30D | -15.2% | +6.0% | -21.2% | -9.7% |
| 3M | -7.0% | -11.6% | +4.7% | -15.0% |
| 6M | -20.5% | -28.7% | +8.2% | -38.5% |
| YTD | -37.0% | -26.3% | -10.7% | -48.2% |
| 1Y | -55.3% | -34.9% | -20.4% | -66.3% |
| All | +179.1% | -79.1% | +258.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling