-46.0%
SOUN vs REPL
+31.5%
-77.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.4% | -1.7% |
| 7D | -1.0% | +14.2% | -15.2% | -2.1% |
| 30D | -24.9% | +65.9% | -90.7% | -28.1% |
| 3M | -49.5% | +84.6% | -134.1% | -52.2% |
| 6M | -54.4% | +446.9% | -501.3% | -63.5% |
| YTD | -59.4% | +129.0% | -188.4% | -66.8% |
| 1Y | -71.4% | +167.9% | -239.2% | -77.0% |
| 3Y | +134.1% | +93.9% | +40.2% | +31.1% |
| All | -46.0% | +31.5% | -77.5% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling