-13.6%
SOUN vs ROP
-16.3%
+2.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.6% |
| 7D | -4.4% | -6.1% | +1.7% | -1.2% |
| 30D | -13.1% | -3.4% | -9.8% | -11.6% |
| 3M | -7.7% | +16.7% | -24.4% | -17.5% |
| 6M | -21.2% | +8.1% | -29.2% | -25.8% |
| YTD | -35.0% | -11.7% | -23.3% | -31.1% |
| 1Y | -56.4% | -24.2% | -32.1% | -49.0% |
| 3Y | +181.7% | -19.0% | +200.7% | +224.2% |
| All | -13.6% | -16.3% | +2.7% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling