-53.9%
SOUN vs FFIV
+23.9%
-77.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -3.1% |
| 7D | -4.4% | +3.5% | -7.9% | -5.9% |
| 30D | -13.1% | -1.3% | -11.8% | -12.8% |
| 3M | -7.7% | +2.4% | -10.1% | -8.9% |
| 6M | -21.2% | +41.8% | -63.0% | -33.8% |
| YTD | -35.0% | +58.5% | -93.5% | -48.1% |
| All | -53.9% | +23.9% | -77.8% | -57.5% |
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