-16.5%
SOUN vs XHB
+65.0%
-81.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.8% |
| 7D | -7.1% | -4.6% | -2.5% | -3.0% |
| 30D | -15.4% | -9.1% | -6.3% | -7.6% |
| 3M | -10.6% | -8.6% | -2.0% | -3.7% |
| 6M | -19.6% | -4.0% | -15.6% | -18.3% |
| YTD | -37.2% | -3.9% | -33.3% | -36.8% |
| 1Y | -57.1% | -16.5% | -40.6% | -50.5% |
| 3Y | +178.2% | +22.6% | +155.7% | +125.5% |
| All | -16.5% | +65.0% | -81.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling