-16.5%
SOUN vs RRC
+39.6%
-56.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -7.1% | -1.8% | -5.3% | -6.7% |
| 30D | -15.4% | +2.7% | -18.1% | -16.0% |
| 3M | -10.6% | +8.8% | -19.4% | -13.2% |
| 6M | -19.6% | -1.2% | -18.5% | -20.5% |
| YTD | -37.2% | +17.6% | -54.8% | -41.6% |
| 1Y | -57.1% | +18.4% | -75.5% | -60.4% |
| 3Y | +178.2% | +33.1% | +145.1% | +146.4% |
| All | -16.5% | +39.6% | -56.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling