-45.2%
SOUN vs FICO
+77.9%
-123.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.1% |
| 3M | -41.9% | -31.7% | -10.2% | -37.2% |
| 6M | -56.1% | -34.0% | -22.2% | -53.7% |
| YTD | -58.8% | -58.3% | -0.5% | -49.2% |
| 1Y | -71.1% | -57.9% | -13.2% | -64.7% |
| 3Y | +130.9% | -24.1% | +155.0% | +140.0% |
| All | -45.2% | +77.9% | -123.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling