+130.9%
SOUN vs ROIV
+314.9%
-184.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.7% | -7.2% |
| 7D | -2.6% | +5.3% | -7.9% | -5.9% |
| 30D | -27.0% | +11.9% | -38.9% | -32.2% |
| 3M | -41.9% | +10.7% | -52.7% | -47.1% |
| 6M | -56.1% | +34.9% | -91.0% | -65.9% |
| YTD | -58.8% | +79.2% | -137.9% | -74.7% |
| 1Y | -71.1% | +89.0% | -160.1% | -83.1% |
| 3Y | +130.9% | +337.3% | -206.4% | -37.7% |
| All | +130.9% | +314.9% | -184.0% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling