-52.0%
SOUN vs ROIV
+966.4%
-1,018.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.4% | -3.5% | -5.8% |
| 7D | -15.5% | +9.2% | -24.7% | -19.3% |
| 30D | -26.2% | +19.9% | -46.1% | -32.8% |
| 3M | -51.4% | +10.6% | -61.9% | -54.8% |
| 6M | -55.3% | +36.1% | -91.4% | -63.0% |
| YTD | -63.9% | +84.3% | -148.2% | -74.6% |
| 1Y | -72.8% | +87.6% | -160.4% | -81.1% |
| 3Y | +101.1% | +353.9% | -252.8% | -10.0% |
| All | -52.0% | +966.4% | -1,018.4% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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