-71.4%
SOUN vs FFIV
+33.5%
-105.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | -2.7% | -9.8% | +7.1% | +0.2% |
| 30D | -26.5% | -28.1% | +1.6% | -20.1% |
| 3M | -33.6% | -20.0% | -13.6% | -31.4% |
| 6M | -54.4% | -0.1% | -54.3% | -57.1% |
| YTD | -56.7% | +29.2% | -85.8% | -64.3% |
| 1Y | -71.4% | +36.6% | -108.0% | -77.5% |
| All | -71.4% | +33.5% | -105.0% | -77.5% |
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