-12.4%
SOUN vs XHB
+68.8%
-81.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -0.3% |
| 7D | -4.1% | +0.2% | -4.3% | -4.3% |
| 30D | -18.1% | -9.1% | -9.0% | -10.6% |
| 3M | -12.3% | -2.3% | -10.0% | -11.5% |
| 6M | -18.6% | -4.1% | -14.5% | -17.0% |
| YTD | -34.1% | -1.7% | -32.4% | -35.0% |
| 1Y | -57.0% | -15.1% | -41.9% | -51.2% |
| 3Y | +185.7% | +26.8% | +158.8% | +124.8% |
| All | -12.4% | +68.8% | -81.2% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling