-52.0%
SOUN vs FIVE
+51.6%
-103.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.0% |
| 7D | -15.5% | +2.4% | -17.9% | -16.9% |
| 30D | -26.2% | +15.8% | -42.1% | -33.3% |
| 3M | -51.4% | +3.8% | -55.1% | -53.2% |
| 6M | -55.3% | +18.5% | -73.9% | -61.0% |
| YTD | -63.9% | +31.2% | -95.1% | -70.9% |
| 1Y | -72.8% | +61.8% | -134.6% | -81.0% |
| 3Y | +101.1% | +39.9% | +61.2% | +51.7% |
| All | -52.0% | +51.6% | -103.6% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling