+30.6%
XLP vs SOUN
-60.0%
+90.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.4% |
| 7D | +2.5% | -15.1% | +17.6% | +2.6% |
| 30D | +7.3% | -23.0% | +30.3% | +7.4% |
| 3M | +8.1% | -53.3% | +61.4% | +8.4% |
| 6M | +10.5% | -58.6% | +69.0% | +10.9% |
| YTD | +21.2% | -65.0% | +86.2% | +21.7% |
| 1Y | +22.7% | -71.4% | +94.2% | +23.4% |
| 3Y | +44.8% | +75.4% | -30.6% | +43.2% |
| All | +30.6% | -60.0% | +90.6% | +29.3% |
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