-53.5%
SOUN vs FFIV
+82.2%
-135.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.2% |
| 7D | -15.1% | -0.5% | -14.5% | -14.7% |
| 30D | -23.0% | -32.4% | +9.4% | -2.2% |
| 3M | -53.3% | -25.7% | -27.7% | -45.5% |
| 6M | -58.6% | -13.5% | -45.0% | -57.6% |
| YTD | -65.0% | +21.1% | -86.1% | -73.9% |
| 1Y | -71.4% | +29.4% | -100.9% | -80.0% |
| 3Y | +75.4% | +94.9% | -19.5% | -8.4% |
| All | -53.5% | +82.2% | -135.6% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling