+41.9%
XLP vs SOUN
+114.1%
-72.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.3% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | +10.3% | -27.0% | +37.3% | +10.5% |
| 3M | +6.5% | -41.9% | +48.5% | +6.9% |
| 6M | +8.4% | -56.1% | +64.5% | +9.0% |
| YTD | +18.2% | -58.8% | +77.0% | +18.8% |
| 1Y | +22.4% | -71.1% | +93.5% | +23.5% |
| 3Y | +41.9% | +130.9% | -89.0% | +36.1% |
| All | +41.9% | +114.1% | -72.2% | +36.1% |
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