-57.1%
SOUN vs RNG
+128.1%
-185.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -7.1% | -6.1% | -1.0% | -5.8% |
| 30D | -15.4% | +9.6% | -25.0% | -17.3% |
| 3M | -10.6% | +83.3% | -93.9% | -24.2% |
| 6M | -19.6% | +77.9% | -97.6% | -31.3% |
| YTD | -37.2% | +139.9% | -177.1% | -51.1% |
| 1Y | -57.1% | +121.7% | -178.7% | -66.3% |
| All | -57.1% | +128.1% | -185.1% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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