+75.4%
SOUN vs XME
+93.2%
-17.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.3% |
| 7D | -15.1% | +0.3% | -15.4% | -15.6% |
| 30D | -23.0% | -6.1% | -16.8% | -18.0% |
| 3M | -53.3% | -18.6% | -34.7% | -42.0% |
| 6M | -58.6% | -23.9% | -34.7% | -45.0% |
| YTD | -65.0% | -9.3% | -55.6% | -63.5% |
| 1Y | -71.4% | +1.8% | -73.2% | -74.6% |
| 3Y | +75.4% | +93.0% | -17.6% | -46.3% |
| All | +75.4% | +93.2% | -17.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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