-57.0%
SOUN vs FIVE
+65.4%
-122.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -3.0% |
| 7D | -4.1% | +3.7% | -7.8% | -6.2% |
| 30D | -18.1% | +4.0% | -22.0% | -20.4% |
| 3M | -12.3% | +36.2% | -48.5% | -26.6% |
| 6M | -18.6% | +18.0% | -36.6% | -28.0% |
| YTD | -34.1% | +34.9% | -69.0% | -47.9% |
| 1Y | -57.0% | +67.9% | -124.9% | -72.0% |
| All | -57.0% | +65.4% | -122.4% | -72.0% |
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