-12.4%
SOUN vs RY
+136.9%
-149.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -1.5% |
| 7D | -4.1% | +2.7% | -6.8% | -7.7% |
| 30D | -18.1% | -1.0% | -17.1% | -17.3% |
| 3M | -12.3% | +7.6% | -19.9% | -21.6% |
| 6M | -18.6% | +29.5% | -48.0% | -44.2% |
| YTD | -34.1% | +24.2% | -58.3% | -52.0% |
| 1Y | -57.0% | +46.4% | -103.4% | -75.2% |
| 3Y | +185.7% | +159.4% | +26.2% | -13.1% |
| All | -12.4% | +136.9% | -149.3% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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