-53.5%
SOUN vs STRL
+1,146.3%
-1,199.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.0% |
| 7D | -15.1% | +15.7% | -30.7% | -19.7% |
| 30D | -23.0% | -35.5% | +12.5% | -12.4% |
| 3M | -53.3% | -47.1% | -6.2% | -43.7% |
| 6M | -58.6% | -65.8% | +7.2% | -43.2% |
| YTD | -65.0% | -4.5% | -60.5% | -74.0% |
| 1Y | -71.4% | -10.5% | -61.0% | -78.3% |
| 3Y | +75.4% | +340.6% | -265.2% | -47.0% |
| All | -53.5% | +1,146.3% | -1,199.8% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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