-71.4%
SOUN vs ROL
-34.1%
-37.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.6% |
| 7D | -2.7% | +14.6% | -17.3% | -3.8% |
| 30D | -26.5% | +29.3% | -55.8% | -28.2% |
| 3M | -33.6% | +2.0% | -35.6% | -33.2% |
| 6M | -54.4% | -28.5% | -25.8% | -51.0% |
| YTD | -56.7% | -35.3% | -21.3% | -52.2% |
| 1Y | -71.4% | -34.7% | -36.8% | -69.4% |
| All | -71.4% | -34.1% | -37.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling