+497.1%
FLEX vs SOUN
-55.6%
+552.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -2.3% |
| 7D | -13.6% | -6.1% | -7.6% | -13.3% |
| 30D | -36.5% | -28.2% | -8.3% | -35.0% |
| 3M | -36.4% | -48.1% | +11.7% | -33.5% |
| 6M | -46.5% | -56.4% | +9.9% | -43.5% |
| YTD | +25.9% | -61.2% | +87.1% | +33.0% |
| 1Y | +19.6% | -73.1% | +92.7% | +29.2% |
| 3Y | +287.0% | +116.2% | +170.8% | +266.8% |
| All | +497.1% | -55.6% | +552.7% | +460.4% |
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