-16.5%
SOUN vs RIG
+45.4%
-61.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -7.1% | -3.1% | -4.0% | -6.3% |
| 30D | -15.4% | -0.5% | -14.9% | -15.5% |
| 3M | -10.6% | -6.0% | -4.6% | -9.7% |
| 6M | -19.6% | -10.1% | -9.5% | -18.9% |
| YTD | -37.2% | +37.3% | -74.5% | -44.9% |
| 1Y | -57.1% | +73.9% | -131.0% | -65.3% |
| 3Y | +178.2% | -30.2% | +208.4% | +171.0% |
| All | -16.5% | +45.4% | -61.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling