-12.4%
SOUN vs XME
+117.2%
-129.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.5% |
| 7D | -4.1% | +3.6% | -7.7% | -7.2% |
| 30D | -18.1% | +3.6% | -21.7% | -21.0% |
| 3M | -12.3% | +1.2% | -13.5% | -13.5% |
| 6M | -18.6% | +9.0% | -27.6% | -25.7% |
| YTD | -34.1% | +15.9% | -50.0% | -42.8% |
| 1Y | -57.0% | +43.2% | -100.2% | -69.0% |
| 3Y | +185.7% | +137.4% | +48.3% | +44.4% |
| All | -12.4% | +117.2% | -129.6% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling