+185.7%
SOUN vs STLA
-65.4%
+251.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -0.7% |
| 7D | -4.1% | +0.7% | -4.8% | -4.6% |
| 30D | -18.1% | -2.4% | -15.7% | -17.1% |
| 3M | -12.3% | -23.9% | +11.6% | +2.5% |
| 6M | -18.6% | -24.6% | +6.0% | -5.4% |
| YTD | -34.1% | -50.5% | +16.4% | -3.4% |
| 1Y | -57.0% | -39.8% | -17.2% | -48.3% |
| 3Y | +185.7% | -65.6% | +251.3% | +523.9% |
| All | +185.7% | -65.4% | +251.0% | +523.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling