-16.3%
SOUN vs STLA
-50.5%
+34.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -6.8% | -3.8% | -3.0% | -4.9% |
| 30D | -15.2% | -3.1% | -12.1% | -13.9% |
| 3M | -7.0% | -19.6% | +12.7% | +3.8% |
| 6M | -20.5% | -23.5% | +3.0% | -9.8% |
| YTD | -37.0% | -51.5% | +14.5% | -11.0% |
| 1Y | -55.3% | -39.7% | -15.6% | -46.8% |
| 3Y | +173.0% | -66.3% | +239.4% | +398.4% |
| All | -16.3% | -50.5% | +34.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling