-13.6%
SOUN vs STLA
-50.4%
+36.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.7% |
| 30D | -13.1% | -5.2% | -7.9% | -10.7% |
| 3M | -7.7% | -24.9% | +17.2% | +6.8% |
| 6M | -21.2% | -25.2% | +4.0% | -9.4% |
| YTD | -35.0% | -51.4% | +16.4% | -8.3% |
| 1Y | -56.4% | -40.7% | -15.7% | -47.4% |
| 3Y | +181.7% | -66.3% | +248.0% | +413.7% |
| All | -13.6% | -50.4% | +36.8% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling