-49.3%
SOUN vs FFIV
+25.9%
-75.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | +4.8% | -5.1% | +9.9% | +6.9% |
| 3M | -15.9% | -4.5% | -11.4% | -14.3% |
| 6M | -17.4% | +36.5% | -53.9% | -29.5% |
| YTD | -32.4% | +53.0% | -85.4% | -45.3% |
| 1Y | -49.3% | +24.2% | -73.5% | -54.0% |
| All | -49.3% | +25.9% | -75.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling