-56.4%
SOUN vs REPL
+136.9%
-193.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -4.4% | -9.6% | +5.1% | -4.3% |
| 30D | -13.1% | +5.7% | -18.8% | -13.2% |
| 3M | -7.7% | +56.4% | -64.1% | -9.2% |
| 6M | -21.2% | +67.4% | -88.6% | -24.1% |
| YTD | -35.0% | +48.7% | -83.7% | -37.6% |
| 1Y | -56.4% | +148.3% | -204.6% | -58.2% |
| All | -56.4% | +136.9% | -193.2% | -58.2% |
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