-13.6%
SOUN vs RMBS
+249.1%
-262.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.8% |
| 7D | -4.4% | +3.5% | -7.9% | -5.9% |
| 30D | -13.1% | -8.6% | -4.5% | -9.9% |
| 3M | -7.7% | -40.3% | +32.6% | +14.4% |
| 6M | -21.2% | -1.0% | -20.2% | -29.9% |
| YTD | -35.0% | -4.6% | -30.4% | -42.6% |
| 1Y | -56.4% | +17.6% | -73.9% | -66.7% |
| 3Y | +181.7% | +58.6% | +123.1% | +69.2% |
| All | -13.6% | +249.1% | -262.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling