+18.8%
XLP vs SOUN
-22.7%
+41.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -5.2% | +4.2% | -1.0% |
| 30D | -0.9% | +4.8% | -5.7% | -0.9% |
| 3M | +3.8% | -15.9% | +19.7% | +3.9% |
| 6M | -1.7% | -17.4% | +15.7% | -1.7% |
| YTD | +10.3% | -32.4% | +42.7% | +10.4% |
| 1Y | +7.8% | -49.3% | +57.1% | +8.0% |
| 3Y | +27.2% | +167.5% | -140.3% | +25.5% |
| All | +18.8% | -22.7% | +41.5% | +17.3% |
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 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