-16.3%
SOUN vs FFIV
+134.8%
-151.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -1.9% |
| 7D | -6.8% | +1.6% | -8.4% | -8.1% |
| 30D | -15.2% | -3.7% | -11.5% | -13.0% |
| 3M | -7.0% | +2.0% | -8.9% | -9.3% |
| 6M | -20.5% | +39.3% | -59.8% | -41.4% |
| YTD | -37.0% | +56.1% | -93.1% | -58.5% |
| 1Y | -55.3% | +22.0% | -77.3% | -63.6% |
| 3Y | +173.0% | +148.2% | +24.8% | +27.1% |
| All | -16.3% | +134.8% | -151.1% | -42.7% |
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