-12.4%
SOUN vs REPL
-12.8%
+0.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -4.1% | -5.7% | +1.7% | -3.6% |
| 30D | -18.1% | +22.5% | -40.6% | -19.6% |
| 3M | -12.3% | +64.7% | -76.9% | -19.1% |
| 6M | -18.6% | +83.0% | -101.6% | -32.0% |
| YTD | -34.1% | +52.0% | -86.1% | -44.1% |
| 1Y | -57.0% | +144.5% | -201.6% | -67.7% |
| 3Y | +185.7% | -25.1% | +210.7% | +95.4% |
| All | -12.4% | -12.8% | +0.4% | -59.0% |
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 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