-71.4%
SOUN vs ROST
+54.7%
-126.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.3% | +3.8% |
| 7D | -2.7% | +7.8% | -10.5% | -3.9% |
| 30D | -26.5% | +8.6% | -35.1% | -27.6% |
| 3M | -33.6% | -1.9% | -31.7% | -33.7% |
| 6M | -54.4% | +9.1% | -63.5% | -54.8% |
| YTD | -56.7% | +37.2% | -93.9% | -59.0% |
| 1Y | -71.4% | +52.7% | -124.2% | -73.9% |
| All | -71.4% | +54.7% | -126.1% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling