-71.4%
SOUN vs FIVE
+63.3%
-134.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.7% | -1.8% | +1.5% |
| 7D | -2.7% | +7.5% | -10.2% | -6.2% |
| 30D | -26.5% | +16.7% | -43.2% | -32.2% |
| 3M | -33.6% | +13.4% | -47.0% | -38.0% |
| 6M | -54.4% | +9.0% | -63.4% | -56.6% |
| YTD | -56.7% | +33.8% | -90.5% | -65.9% |
| 1Y | -71.4% | +61.2% | -132.6% | -82.1% |
| All | -71.4% | +63.3% | -134.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling