-53.5%
SOUN vs RRC
+75.8%
-129.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -15.1% | +6.4% | -21.5% | -16.4% |
| 30D | -23.0% | +23.9% | -46.8% | -27.6% |
| 3M | -53.3% | +30.2% | -83.5% | -56.8% |
| 6M | -58.6% | +26.3% | -84.8% | -61.5% |
| YTD | -65.0% | +48.1% | -113.1% | -69.6% |
| 1Y | -71.4% | +37.7% | -109.1% | -74.6% |
| 3Y | +75.4% | +60.3% | +15.1% | +46.6% |
| All | -53.5% | +75.8% | -129.3% | -61.7% |
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