-16.5%
SOUN vs RNG
-19.4%
+2.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -7.1% | -6.1% | -1.0% | -4.7% |
| 30D | -15.4% | +9.6% | -25.0% | -18.8% |
| 3M | -10.6% | +83.3% | -93.9% | -33.2% |
| 6M | -19.6% | +77.9% | -97.6% | -39.6% |
| YTD | -37.2% | +139.9% | -177.1% | -60.7% |
| 1Y | -57.1% | +121.7% | -178.7% | -72.2% |
| 3Y | +178.2% | +121.9% | +56.4% | +75.3% |
| All | -16.5% | -19.4% | +2.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling