-57.1%
SOUN vs RMBS
+11.7%
-68.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -7.1% | +1.8% | -8.9% | -7.6% |
| 30D | -15.4% | -13.9% | -1.5% | -11.6% |
| 3M | -10.6% | -39.8% | +29.2% | +2.2% |
| 6M | -19.6% | -6.0% | -13.6% | -26.8% |
| YTD | -37.2% | -5.4% | -31.9% | -44.4% |
| 1Y | -57.1% | -1.8% | -55.2% | -61.8% |
| All | -57.1% | +11.7% | -68.8% | -61.8% |
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