-12.4%
SOUN vs XYL
+40.3%
-52.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -5.0% |
| 7D | -4.1% | +1.8% | -5.9% | -5.6% |
| 30D | -18.1% | -9.2% | -8.9% | -11.5% |
| 3M | -12.3% | -0.3% | -12.0% | -14.1% |
| 6M | -18.6% | -11.0% | -7.6% | -12.9% |
| YTD | -34.1% | -19.2% | -14.9% | -23.0% |
| 1Y | -57.0% | -21.2% | -35.8% | -48.3% |
| 3Y | +185.7% | +18.6% | +167.0% | +168.8% |
| All | -12.4% | +40.3% | -52.7% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling