+178.2%
SOUN vs FCUV
-99.2%
+277.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -7.1% | -66.5% | +59.3% | -6.7% |
| 30D | -15.4% | +5.0% | -20.4% | -15.8% |
| 3M | -10.6% | +63.8% | -74.4% | -14.2% |
| 6M | -19.6% | -67.8% | +48.2% | -18.7% |
| YTD | -37.2% | -82.4% | +45.2% | -34.8% |
| 1Y | -57.1% | -94.7% | +37.7% | -53.2% |
| 3Y | +178.2% | -99.3% | +277.5% | +210.6% |
| All | +178.2% | -99.2% | +277.4% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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