-12.4%
SOUN vs FIVE
+55.9%
-68.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -3.0% |
| 7D | -4.1% | +3.7% | -7.8% | -6.4% |
| 30D | -18.1% | +4.0% | -22.0% | -20.5% |
| 3M | -12.3% | +36.2% | -48.5% | -28.6% |
| 6M | -18.6% | +18.0% | -36.6% | -29.0% |
| YTD | -34.1% | +34.9% | -69.0% | -47.4% |
| 1Y | -57.0% | +67.9% | -124.9% | -70.4% |
| 3Y | +185.7% | +57.3% | +128.3% | +100.9% |
| All | -12.4% | +55.9% | -68.3% | -28.7% |
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