-57.1%
SOUN vs FIGR
-3.1%
-53.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.7% |
| 7D | -7.1% | -3.0% | -4.1% | -6.6% |
| 30D | -15.4% | +13.7% | -29.1% | -18.5% |
| 3M | -10.6% | +23.9% | -34.4% | -16.2% |
| 6M | -19.6% | -8.4% | -11.2% | -20.2% |
| YTD | -37.2% | -14.6% | -22.6% | -40.3% |
| 1Y | -57.1% | +12.1% | -69.2% | -60.4% |
| All | -57.1% | -3.1% | -53.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling