+31.6%
XLU vs SOUN
-28.0%
+59.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | -1.2% | -6.8% | +5.6% | -1.1% |
| 30D | -2.5% | -15.2% | +12.7% | -2.5% |
| 3M | -2.7% | -7.0% | +4.2% | -2.7% |
| 6M | -7.5% | -20.5% | +13.1% | -7.4% |
| YTD | +0.9% | -37.0% | +37.9% | +1.1% |
| 1Y | +3.3% | -55.3% | +58.6% | +3.7% |
| 3Y | +47.3% | +173.0% | -125.7% | +46.8% |
| All | +31.6% | -28.0% | +59.6% | +32.7% |
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