+630.5%
STX vs SOUN
-60.0%
+690.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.9% |
| 7D | +14.6% | -15.1% | +29.7% | +15.8% |
| 30D | -26.0% | -23.0% | -3.0% | -24.7% |
| 3M | -42.6% | -53.3% | +10.7% | -39.8% |
| 6M | -35.3% | -58.6% | +23.3% | -31.8% |
| YTD | +92.5% | -65.0% | +157.5% | +103.6% |
| 1Y | +102.4% | -71.4% | +173.8% | +116.4% |
| 3Y | +673.8% | +75.4% | +598.5% | +632.0% |
| All | +630.5% | -60.0% | +690.5% | +587.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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