-13.6%
SOUN vs ROIV
+1,014.9%
-1,028.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -4.4% | +22.3% | -26.7% | -14.8% |
| 30D | -13.1% | +16.9% | -30.0% | -21.0% |
| 3M | -7.7% | +43.9% | -51.6% | -24.5% |
| 6M | -21.2% | +41.6% | -62.8% | -35.6% |
| YTD | -35.0% | +92.7% | -127.7% | -55.0% |
| 1Y | -56.4% | +210.2% | -266.5% | -76.5% |
| 3Y | +181.7% | +231.8% | -50.1% | +41.3% |
| All | -13.6% | +1,014.9% | -1,028.5% | -82.2% |
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