-13.6%
SOUN vs SPXS
-86.2%
+72.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.3% |
| 7D | -4.4% | +1.2% | -5.7% | -3.5% |
| 30D | -13.1% | +5.2% | -18.3% | -9.3% |
| 3M | -7.7% | -9.2% | +1.5% | -11.6% |
| 6M | -21.2% | -29.6% | +8.4% | -35.2% |
| YTD | -35.0% | -27.6% | -7.4% | -44.2% |
| 1Y | -56.4% | -36.7% | -19.6% | -65.0% |
| 3Y | +181.7% | -79.8% | +261.6% | +53.9% |
| All | -13.6% | -86.2% | +72.6% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling