+185.7%
SOUN vs FFIV
+141.9%
+43.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | -4.1% | -1.5% | -2.5% | -2.8% |
| 30D | -18.1% | -2.7% | -15.4% | -16.6% |
| 3M | -12.3% | -1.7% | -10.6% | -11.9% |
| 6M | -18.6% | +36.1% | -54.7% | -41.1% |
| YTD | -34.1% | +52.6% | -86.7% | -58.2% |
| 1Y | -57.0% | +21.5% | -78.5% | -65.8% |
| 3Y | +185.7% | +142.7% | +43.0% | +2.4% |
| All | +185.7% | +141.9% | +43.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling