-10.1%
SOUN vs RGEN
+6.7%
-16.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.2% | -4.9% | -0.3% | -3.3% |
| 30D | +4.8% | +5.7% | -0.9% | +2.5% |
| 3M | -15.9% | +32.4% | -48.3% | -26.2% |
| 6M | -17.4% | +33.2% | -50.6% | -28.2% |
| YTD | -32.4% | +2.3% | -34.7% | -34.2% |
| 1Y | -49.3% | +39.0% | -88.3% | -56.7% |
| 3Y | +167.5% | -4.6% | +172.1% | +150.9% |
| All | -10.1% | +6.7% | -16.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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