-16.3%
SOUN vs ROP
-16.7%
+0.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -6.8% | -8.0% | +1.2% | -2.6% |
| 30D | -15.2% | -2.7% | -12.5% | -14.0% |
| 3M | -7.0% | +16.6% | -23.6% | -16.8% |
| 6M | -20.5% | +10.4% | -30.9% | -26.2% |
| YTD | -37.0% | -12.1% | -24.9% | -33.0% |
| 1Y | -55.3% | -23.6% | -31.7% | -48.1% |
| 3Y | +173.0% | -19.3% | +192.4% | +215.0% |
| All | -16.3% | -16.7% | +0.4% | +8.5% |
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