+74.2%
XLF vs SOUN
+172.2%
-98.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -7.1% | +5.7% | -1.1% |
| 30D | -1.2% | -15.4% | +14.2% | -0.4% |
| 3M | +9.2% | -10.6% | +19.8% | +9.5% |
| 6M | +16.3% | -19.6% | +36.0% | +16.8% |
| YTD | +5.4% | -37.2% | +42.6% | +6.8% |
| 1Y | +7.6% | -57.1% | +64.7% | +10.5% |
| 3Y | +74.2% | +178.2% | -104.0% | +57.1% |
| All | +74.2% | +172.2% | -98.0% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling