-57.1%
SOUN vs XYL
-21.4%
-35.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -7.1% | +1.2% | -8.3% | -7.5% |
| 30D | -15.4% | -11.9% | -3.5% | -11.7% |
| 3M | -10.6% | -1.5% | -9.0% | -12.4% |
| 6M | -19.6% | -11.9% | -7.7% | -17.6% |
| YTD | -37.2% | -20.6% | -16.6% | -30.3% |
| 1Y | -57.1% | -23.5% | -33.6% | -47.2% |
| All | -57.1% | -21.4% | -35.6% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling