-53.5%
SOUN vs REPL
+29.3%
-82.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | -15.1% | +1.2% | -16.3% | -15.2% |
| 30D | -23.0% | +92.2% | -115.1% | -27.2% |
| 3M | -53.3% | +44.1% | -97.5% | -54.9% |
| 6M | -58.6% | +313.0% | -371.6% | -65.8% |
| YTD | -65.0% | +125.2% | -190.2% | -71.3% |
| 1Y | -71.4% | +143.8% | -215.2% | -76.9% |
| 3Y | +75.4% | +104.2% | -28.8% | -3.5% |
| All | -53.5% | +29.3% | -82.8% | -79.0% |
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