-10.1%
SOUN vs FFIV
+130.1%
-140.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -5.2% | -1.0% | -4.2% | -4.5% |
| 30D | +4.8% | -5.1% | +9.9% | +8.4% |
| 3M | -15.9% | -4.5% | -11.4% | -13.3% |
| 6M | -17.4% | +36.5% | -53.9% | -38.1% |
| YTD | -32.4% | +53.0% | -85.4% | -54.7% |
| 1Y | -49.3% | +24.2% | -73.5% | -59.5% |
| 3Y | +167.5% | +137.2% | +30.3% | +28.7% |
| All | -10.1% | +130.1% | -140.2% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling