-13.6%
SOUN vs FCUV
-99.9%
+86.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.7% | -1.3% |
| 7D | -4.4% | -63.8% | +59.3% | -3.7% |
| 30D | -13.1% | -14.7% | +1.5% | -13.6% |
| 3M | -7.7% | +65.3% | -73.0% | -14.1% |
| 6M | -21.2% | -68.5% | +47.3% | -21.6% |
| YTD | -35.0% | -83.0% | +48.0% | -32.7% |
| 1Y | -56.4% | -94.4% | +38.1% | -52.0% |
| 3Y | +181.7% | -99.3% | +281.0% | +256.5% |
| All | -13.6% | -99.9% | +86.3% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling