-52.0%
SOUN vs ROL
+19.8%
-71.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.5% | -6.5% | -7.8% |
| 7D | -15.5% | -1.7% | -13.8% | -15.4% |
| 30D | -26.2% | +18.5% | -44.8% | -26.9% |
| 3M | -51.4% | +4.3% | -55.7% | -51.4% |
| 6M | -55.3% | -27.7% | -27.6% | -54.5% |
| YTD | -63.9% | -35.8% | -28.1% | -62.9% |
| 1Y | -72.8% | -34.1% | -38.7% | -72.1% |
| 3Y | +101.1% | +2.9% | +98.2% | +101.8% |
| All | -52.0% | +19.8% | -71.8% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling