-13.6%
SOUN vs REPL
-14.6%
+1.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -4.4% | -9.6% | +5.1% | -3.7% |
| 30D | -13.1% | +5.7% | -18.8% | -13.6% |
| 3M | -7.7% | +56.4% | -64.1% | -14.4% |
| 6M | -21.2% | +67.4% | -88.6% | -33.5% |
| YTD | -35.0% | +48.7% | -83.7% | -44.7% |
| 1Y | -56.4% | +148.3% | -204.6% | -67.3% |
| 3Y | +181.7% | -26.7% | +208.4% | +93.0% |
| All | -13.6% | -14.6% | +1.0% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling