-10.1%
SOUN vs RVTY
-9.2%
-0.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -5.2% | +1.1% | -6.3% | -5.8% |
| 30D | +4.8% | +13.2% | -8.4% | -2.4% |
| 3M | -15.9% | +27.2% | -43.1% | -27.9% |
| 6M | -17.4% | +32.4% | -49.8% | -31.6% |
| YTD | -32.4% | +34.9% | -67.3% | -44.7% |
| 1Y | -49.3% | +52.4% | -101.7% | -61.5% |
| 3Y | +167.5% | +12.3% | +155.2% | +126.7% |
| All | -10.1% | -9.2% | -0.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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