-53.5%
SOUN vs ROP
+3.1%
-56.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -15.1% | +0.7% | -15.8% | -15.4% |
| 30D | -23.0% | +28.8% | -51.7% | -32.8% |
| 3M | -53.3% | +21.1% | -74.4% | -57.9% |
| 6M | -58.6% | +52.5% | -111.1% | -68.2% |
| YTD | -65.0% | +8.9% | -73.9% | -66.9% |
| 1Y | -71.4% | +8.2% | -79.7% | -72.9% |
| 3Y | +75.4% | -5.2% | +80.5% | +83.9% |
| All | -53.5% | +3.1% | -56.6% | -46.3% |
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