-13.6%
SOUN vs STRL
+2,010.6%
-2,024.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -4.4% | +8.2% | -12.6% | -7.4% |
| 30D | -13.1% | -6.3% | -6.8% | -11.6% |
| 3M | -7.7% | -41.2% | +33.5% | +9.3% |
| 6M | -21.2% | +20.4% | -41.5% | -40.2% |
| YTD | -35.0% | +61.7% | -96.7% | -58.6% |
| 1Y | -56.4% | +72.7% | -129.1% | -73.6% |
| 3Y | +181.7% | +530.9% | -349.2% | -22.5% |
| All | -13.6% | +2,010.6% | -2,024.2% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling