+75.4%
SOUN vs XYL
-0.5%
+75.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.2% |
| 7D | -15.1% | -3.7% | -11.4% | -12.3% |
| 30D | -23.0% | -8.3% | -14.6% | -19.7% |
| 3M | -53.3% | -21.4% | -31.9% | -43.2% |
| 6M | -58.6% | -12.9% | -45.6% | -56.6% |
| YTD | -65.0% | -30.1% | -34.9% | -52.8% |
| 1Y | -71.4% | -35.2% | -36.3% | -57.0% |
| 3Y | +75.4% | -0.8% | +76.1% | +56.9% |
| All | +75.4% | -0.5% | +75.8% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling