+178.2%
SOUN vs FANG
+45.3%
+133.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -7.1% | +2.9% | -10.0% | -8.3% |
| 30D | -15.4% | +2.6% | -18.0% | -16.5% |
| 3M | -10.6% | +7.6% | -18.1% | -14.6% |
| 6M | -19.6% | +17.3% | -37.0% | -28.5% |
| YTD | -37.2% | +38.7% | -75.9% | -50.0% |
| 1Y | -57.1% | +51.6% | -108.7% | -68.0% |
| 3Y | +178.2% | +50.0% | +128.3% | +74.5% |
| All | +178.2% | +45.3% | +133.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling