-16.3%
SOUN vs TROW
+0.2%
-16.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | -6.8% | -3.0% | -3.8% | -4.3% |
| 30D | -15.2% | -5.5% | -9.8% | -11.0% |
| 3M | -7.0% | +2.3% | -9.2% | -9.5% |
| 6M | -20.5% | +23.9% | -44.4% | -34.9% |
| YTD | -37.0% | +7.9% | -44.9% | -41.5% |
| 1Y | -55.3% | +6.1% | -61.4% | -57.8% |
| 3Y | +173.0% | +13.8% | +159.2% | +150.2% |
| All | -16.3% | +0.2% | -16.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling