-16.5%
SOUN vs XYL
+37.9%
-54.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -7.1% | +1.2% | -8.3% | -8.1% |
| 30D | -15.4% | -11.9% | -3.5% | -6.1% |
| 3M | -10.6% | -1.5% | -9.0% | -11.4% |
| 6M | -19.6% | -11.9% | -7.7% | -13.4% |
| YTD | -37.2% | -20.6% | -16.6% | -25.6% |
| 1Y | -57.1% | -23.5% | -33.6% | -47.0% |
| 3Y | +178.2% | +14.9% | +163.4% | +167.5% |
| All | -16.5% | +37.9% | -54.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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