+185.7%
SOUN vs STRL
+531.3%
-345.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -3.7% |
| 7D | -4.1% | +10.1% | -14.2% | -7.6% |
| 30D | -18.1% | -8.2% | -9.9% | -16.0% |
| 3M | -12.3% | -43.7% | +31.4% | +5.5% |
| 6M | -18.6% | +27.1% | -45.7% | -40.7% |
| YTD | -34.1% | +64.0% | -98.1% | -59.3% |
| 1Y | -57.0% | +75.2% | -132.2% | -75.0% |
| 3Y | +185.7% | +539.9% | -354.3% | -33.2% |
| All | +185.7% | +531.3% | -345.6% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling