-12.4%
SOUN vs RMBS
+246.0%
-258.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.3% |
| 7D | -4.1% | +3.0% | -7.0% | -5.4% |
| 30D | -18.1% | -14.4% | -3.7% | -12.4% |
| 3M | -12.3% | -42.8% | +30.6% | +11.0% |
| 6M | -18.6% | -1.4% | -17.2% | -27.5% |
| YTD | -34.1% | -5.4% | -28.7% | -41.6% |
| 1Y | -57.0% | +18.6% | -75.6% | -67.4% |
| 3Y | +185.7% | +57.3% | +128.4% | +72.2% |
| All | -12.4% | +246.0% | -258.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling