-71.4%
SOUN vs ROP
+10.4%
-81.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +0.9% | +3.8% |
| 7D | -2.7% | +11.7% | -14.4% | -5.7% |
| 30D | -26.5% | +35.5% | -62.0% | -33.4% |
| 3M | -33.6% | +25.6% | -59.3% | -38.1% |
| 6M | -54.4% | +39.3% | -93.6% | -59.6% |
| YTD | -56.7% | +11.6% | -68.3% | -59.5% |
| 1Y | -71.4% | +10.6% | -82.1% | -73.0% |
| All | -71.4% | +10.4% | -81.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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