-13.6%
SOUN vs RRX
+20.7%
-34.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.1% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | -13.1% | -8.0% | -5.2% | -9.0% |
| 3M | -7.7% | -25.1% | +17.4% | +6.7% |
| 6M | -21.2% | -18.3% | -2.9% | -17.3% |
| YTD | -35.0% | +14.2% | -49.2% | -47.5% |
| 1Y | -56.4% | +13.0% | -69.4% | -64.6% |
| 3Y | +181.7% | +4.2% | +177.5% | +138.8% |
| All | -13.6% | +20.7% | -34.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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