-16.5%
SOUN vs TROW
-1.0%
-15.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.7% |
| 7D | -7.1% | -3.2% | -3.9% | -4.4% |
| 30D | -15.4% | -4.6% | -10.8% | -11.9% |
| 3M | -10.6% | -0.7% | -9.9% | -10.8% |
| 6M | -19.6% | +22.2% | -41.8% | -33.4% |
| YTD | -37.2% | +6.6% | -43.8% | -41.1% |
| 1Y | -57.1% | +5.8% | -62.9% | -59.3% |
| 3Y | +178.2% | +11.6% | +166.6% | +158.5% |
| All | -16.5% | -1.0% | -15.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling