-71.4%
SOUN vs REPL
+125.1%
-196.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | -2.7% | +28.8% | -31.5% | -3.3% |
| 30D | -26.5% | +57.3% | -83.9% | -27.4% |
| 3M | -33.6% | +73.6% | -107.2% | -34.6% |
| 6M | -54.4% | +582.8% | -637.2% | -57.3% |
| YTD | -56.7% | +112.9% | -169.5% | -60.0% |
| 1Y | -71.4% | +130.7% | -202.1% | -74.1% |
| All | -71.4% | +125.1% | -196.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling