+75.4%
SOUN vs FICO
-27.8%
+103.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | -15.1% | +2.2% | -17.3% | -15.6% |
| 30D | -23.0% | +0.1% | -23.0% | -23.2% |
| 3M | -53.3% | -35.2% | -18.2% | -48.1% |
| 6M | -58.6% | -32.4% | -26.2% | -56.6% |
| YTD | -65.0% | -57.4% | -7.6% | -55.5% |
| 1Y | -71.4% | -58.5% | -12.9% | -63.3% |
| 3Y | +75.4% | -28.9% | +104.2% | +54.7% |
| All | +75.4% | -27.8% | +103.2% | +54.7% |
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