-10.1%
SOUN vs ROST
+135.9%
-146.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -5.2% | +0.9% | -6.1% | -5.9% |
| 30D | +4.8% | -8.9% | +13.7% | +12.9% |
| 3M | -15.9% | -0.8% | -15.0% | -16.1% |
| 6M | -17.4% | +8.5% | -25.9% | -25.0% |
| YTD | -32.4% | +28.6% | -61.0% | -47.9% |
| 1Y | -49.3% | +52.3% | -101.6% | -67.0% |
| 3Y | +167.5% | +94.8% | +72.6% | +44.1% |
| All | -10.1% | +135.9% | -146.1% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling