+130.9%
SOUN vs FICO
-24.3%
+155.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -27.0% | +3.3% | -30.3% | -28.2% |
| 3M | -41.9% | -31.7% | -10.2% | -36.7% |
| 6M | -56.1% | -34.0% | -22.2% | -53.8% |
| YTD | -58.8% | -58.3% | -0.5% | -47.2% |
| 1Y | -71.1% | -57.9% | -13.2% | -63.3% |
| 3Y | +130.9% | -24.1% | +155.0% | +73.2% |
| All | +130.9% | -24.3% | +155.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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