+134.1%
SOUN vs STRL
+337.2%
-203.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +15.0% | -16.4% | -6.5% |
| 7D | -1.0% | -13.3% | +12.4% | +1.3% |
| 30D | -24.9% | -43.3% | +18.5% | -10.5% |
| 3M | -49.5% | -46.9% | -2.6% | -39.3% |
| 6M | -54.4% | -65.6% | +11.2% | -37.9% |
| YTD | -59.4% | -5.1% | -54.3% | -71.0% |
| 1Y | -71.4% | -23.1% | -48.3% | -77.1% |
| 3Y | +134.1% | +346.8% | -212.7% | -52.3% |
| All | +134.1% | +337.2% | -203.1% | -52.3% |
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