-16.5%
SOUN vs SPXS
-86.3%
+69.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -2.2% |
| 7D | -7.1% | +2.5% | -9.6% | -5.3% |
| 30D | -15.4% | +4.2% | -19.6% | -12.3% |
| 3M | -10.6% | -9.3% | -1.3% | -14.7% |
| 6M | -19.6% | -30.7% | +11.1% | -34.7% |
| YTD | -37.2% | -28.1% | -9.2% | -46.3% |
| 1Y | -57.1% | -35.1% | -22.0% | -64.9% |
| 3Y | +178.2% | -79.6% | +257.8% | +52.7% |
| All | -16.5% | -86.3% | +69.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling