-10.1%
SOUN vs REPL
-11.2%
+1.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -5.2% | -3.0% | -2.2% | -5.0% |
| 30D | +4.8% | +27.1% | -22.3% | +2.5% |
| 3M | -15.9% | +52.4% | -68.2% | -21.8% |
| 6M | -17.4% | +107.4% | -124.9% | -32.1% |
| YTD | -32.4% | +54.7% | -87.1% | -42.7% |
| 1Y | -49.3% | +158.9% | -208.1% | -62.2% |
| 3Y | +167.5% | -23.7% | +191.2% | +82.7% |
| All | -10.1% | -11.2% | +1.0% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling