-47.9%
SOUN vs ROP
+2.6%
-50.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.7% |
| 7D | -9.5% | -2.9% | -6.5% | -8.1% |
| 30D | -21.3% | +30.1% | -51.4% | -31.8% |
| 3M | -47.2% | +19.9% | -67.1% | -52.2% |
| 6M | -53.7% | +46.0% | -99.7% | -63.5% |
| YTD | -60.8% | +8.4% | -69.1% | -62.8% |
| 1Y | -70.9% | +8.8% | -79.7% | -72.5% |
| 3Y | +118.4% | -5.6% | +124.1% | +129.7% |
| All | -47.9% | +2.6% | -50.5% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling