-16.5%
SOUN vs RSG
+71.5%
-88.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -15.4% | +4.0% | -19.4% | -15.1% |
| 3M | -10.6% | +7.4% | -17.9% | -10.2% |
| 6M | -19.6% | +0.1% | -19.7% | -18.9% |
| YTD | -37.2% | +6.0% | -43.2% | -36.8% |
| 1Y | -57.1% | -3.0% | -54.1% | -56.5% |
| 3Y | +178.2% | +56.5% | +121.7% | +169.5% |
| All | -16.5% | +71.5% | -88.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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