-52.0%
SOUN vs STLA
-63.8%
+11.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.1% | -1.8% | -4.7% |
| 7D | -15.5% | -13.1% | -2.4% | -9.0% |
| 30D | -26.2% | -13.3% | -13.0% | -20.9% |
| 3M | -51.4% | -27.9% | -23.5% | -42.8% |
| 6M | -55.3% | -47.8% | -7.5% | -38.0% |
| YTD | -63.9% | -64.6% | +0.7% | -40.5% |
| 1Y | -72.8% | -64.0% | -8.8% | -55.9% |
| 3Y | +101.1% | -76.8% | +178.0% | +336.2% |
| All | -52.0% | -63.8% | +11.8% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling