+185.7%
SOUN vs ROP
-18.5%
+204.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -0.7% |
| 7D | -4.1% | -5.4% | +1.3% | -0.8% |
| 30D | -18.1% | -1.6% | -16.4% | -17.3% |
| 3M | -12.3% | +18.8% | -31.1% | -24.6% |
| 6M | -18.6% | +8.2% | -26.8% | -24.1% |
| YTD | -34.1% | -10.5% | -23.6% | -28.7% |
| 1Y | -57.0% | -23.7% | -33.3% | -46.3% |
| 3Y | +185.7% | -17.9% | +203.5% | +189.9% |
| All | +185.7% | -18.5% | +204.2% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling