-53.5%
SOUN vs XRT
+34.9%
-88.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.6% |
| 7D | -15.1% | +1.7% | -16.8% | -17.2% |
| 30D | -23.0% | +7.5% | -30.5% | -31.1% |
| 3M | -53.3% | +2.2% | -55.5% | -55.3% |
| 6M | -58.6% | +14.7% | -73.2% | -67.1% |
| YTD | -65.0% | +7.5% | -72.5% | -69.0% |
| 1Y | -71.4% | +14.1% | -85.6% | -77.1% |
| 3Y | +75.4% | +58.8% | +16.6% | -0.6% |
| All | -53.5% | +34.9% | -88.4% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling