-53.5%
SOUN vs ROST
+137.4%
-190.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -1.2% |
| 7D | -15.1% | +0.3% | -15.3% | -15.2% |
| 30D | -23.0% | +0.5% | -23.4% | -23.5% |
| 3M | -53.3% | -5.2% | -48.1% | -51.6% |
| 6M | -58.6% | +9.8% | -68.4% | -62.9% |
| YTD | -65.0% | +29.4% | -94.4% | -73.3% |
| 1Y | -71.4% | +44.4% | -115.8% | -80.5% |
| 3Y | +75.4% | +95.0% | -19.6% | -6.4% |
| All | -53.5% | +137.4% | -190.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling