+96.4%
XLE vs SOUN
-60.0%
+156.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.0% | +1.0% |
| 7D | +5.4% | -15.1% | +20.5% | +5.7% |
| 30D | -3.9% | -23.0% | +19.0% | -3.5% |
| 3M | +7.0% | -53.3% | +60.4% | +8.5% |
| 6M | +14.2% | -58.6% | +72.8% | +16.0% |
| YTD | +48.2% | -65.0% | +113.2% | +50.6% |
| 1Y | +47.7% | -71.4% | +119.1% | +50.8% |
| 3Y | +70.0% | +75.4% | -5.4% | +63.2% |
| All | +96.4% | -60.0% | +156.3% | +90.3% |
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