-10.1%
SOUN vs ROP
-12.7%
+2.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.9% |
| 7D | -5.2% | -4.4% | -0.8% | -2.9% |
| 30D | +4.8% | +3.2% | +1.6% | +3.1% |
| 3M | -15.9% | +23.1% | -38.9% | -27.0% |
| 6M | -17.4% | +13.3% | -30.7% | -24.2% |
| YTD | -32.4% | -7.9% | -24.5% | -30.0% |
| 1Y | -49.3% | -22.1% | -27.2% | -41.6% |
| 3Y | +167.5% | -16.8% | +184.3% | +202.4% |
| All | -10.1% | -12.7% | +2.6% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling