-13.6%
SOUN vs XRT
+24.7%
-38.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | +1.0% |
| 7D | -4.4% | -2.4% | -2.0% | -1.0% |
| 30D | -13.1% | -6.9% | -6.2% | -3.8% |
| 3M | -7.7% | -0.4% | -7.3% | -8.6% |
| 6M | -21.2% | +2.2% | -23.4% | -25.0% |
| YTD | -35.0% | -0.7% | -34.3% | -35.0% |
| 1Y | -56.4% | -2.0% | -54.4% | -55.4% |
| 3Y | +181.7% | +41.0% | +140.7% | +90.2% |
| All | -13.6% | +24.7% | -38.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling