+178.2%
SOUN vs TROW
+11.3%
+166.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +1.2% |
| 7D | -7.1% | -3.2% | -3.9% | -3.1% |
| 30D | -15.4% | -4.6% | -10.8% | -10.1% |
| 3M | -10.6% | -0.7% | -9.9% | -11.7% |
| 6M | -19.6% | +22.2% | -41.8% | -40.9% |
| YTD | -37.2% | +6.6% | -43.8% | -44.2% |
| 1Y | -57.1% | +5.8% | -62.9% | -61.4% |
| 3Y | +178.2% | +11.6% | +166.6% | +122.2% |
| All | +178.2% | +11.3% | +166.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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