-16.5%
SOUN vs XRT
+25.4%
-41.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -2.3% |
| 7D | -7.1% | -3.2% | -3.9% | -2.7% |
| 30D | -15.4% | -4.5% | -10.9% | -9.8% |
| 3M | -10.6% | -3.1% | -7.5% | -7.8% |
| 6M | -19.6% | +4.2% | -23.9% | -25.7% |
| YTD | -37.2% | -0.1% | -37.1% | -37.7% |
| 1Y | -57.1% | -3.0% | -54.0% | -55.4% |
| 3Y | +178.2% | +41.8% | +136.4% | +86.3% |
| All | -16.5% | +25.4% | -41.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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