-71.4%
SOUN vs RMBS
-18.2%
-53.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.8% | +6.5% |
| 7D | -2.7% | -8.9% | +6.2% | -0.4% |
| 30D | -26.5% | -24.8% | -1.7% | -20.7% |
| 3M | -33.6% | -17.6% | -16.1% | -30.5% |
| 6M | -54.4% | -25.7% | -28.7% | -52.5% |
| YTD | -56.7% | -9.8% | -46.9% | -62.2% |
| 1Y | -71.4% | -17.4% | -54.1% | -74.3% |
| All | -71.4% | -18.2% | -53.2% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling