+112.0%
FAST vs SOUN
-53.6%
+165.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.0% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +8.1% | -24.9% | +32.9% | +8.5% |
| 3M | +5.8% | -49.5% | +55.3% | +6.8% |
| 6M | +24.9% | -54.4% | +79.2% | +26.1% |
| YTD | +38.9% | -59.4% | +98.3% | +40.3% |
| 1Y | +36.5% | -71.4% | +107.8% | +38.4% |
| 3Y | +98.1% | +134.1% | -36.0% | +94.4% |
| All | +112.0% | -53.6% | +165.6% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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