+30.5%
XLB vs SOUN
-24.7%
+55.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.9% |
| 7D | -0.2% | -4.1% | +3.8% | -0.1% |
| 30D | -1.7% | -18.1% | +16.3% | -1.2% |
| 3M | +4.4% | -12.3% | +16.6% | +4.6% |
| 6M | +5.0% | -18.6% | +23.6% | +5.2% |
| YTD | +15.5% | -34.1% | +49.6% | +16.2% |
| 1Y | +14.9% | -57.0% | +72.0% | +16.7% |
| 3Y | +34.5% | +185.7% | -151.1% | +29.0% |
| All | +30.5% | -24.7% | +55.1% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling