-10.1%
SOUN vs STLA
-47.9%
+37.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -5.2% | +2.6% | -7.8% | -6.5% |
| 30D | +4.8% | -1.2% | +6.1% | +5.2% |
| 3M | -15.9% | -24.8% | +8.9% | -2.5% |
| 6M | -17.4% | -25.6% | +8.2% | -4.8% |
| YTD | -32.4% | -48.9% | +16.5% | -7.1% |
| 1Y | -49.3% | -38.8% | -10.5% | -39.7% |
| 3Y | +167.5% | -64.5% | +232.0% | +374.8% |
| All | -10.1% | -47.9% | +37.8% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling