-16.5%
SOUN vs FITB
+66.4%
-82.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.7% |
| 7D | -7.1% | -0.3% | -6.8% | -6.9% |
| 30D | -15.4% | -5.7% | -9.7% | -11.5% |
| 3M | -10.6% | +3.2% | -13.7% | -13.9% |
| 6M | -19.6% | +23.4% | -43.0% | -34.2% |
| YTD | -37.2% | +18.8% | -56.0% | -47.4% |
| 1Y | -57.1% | +25.0% | -82.0% | -65.8% |
| 3Y | +178.2% | +131.2% | +47.0% | +36.8% |
| All | -16.5% | +66.4% | -82.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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