+31.8%
XLB vs SOUN
-60.0%
+91.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.1% |
| 7D | +0.5% | -15.1% | +15.6% | +1.0% |
| 30D | +5.2% | -23.0% | +28.1% | +5.8% |
| 3M | +0.3% | -53.3% | +53.6% | +2.3% |
| 6M | +1.2% | -58.6% | +59.7% | +3.3% |
| YTD | +16.6% | -65.0% | +81.6% | +19.3% |
| 1Y | +21.4% | -71.4% | +92.9% | +24.8% |
| 3Y | +43.2% | +75.4% | -32.2% | +39.5% |
| All | +31.8% | -60.0% | +91.8% | +28.4% |
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