-71.9%
SOUN vs FIVE
+63.1%
-135.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.6% | -7.1% | -4.1% |
| 7D | -1.0% | +6.2% | -7.2% | -3.9% |
| 30D | -24.9% | +18.2% | -43.0% | -30.9% |
| 3M | -49.5% | +3.8% | -53.3% | -50.7% |
| 6M | -54.4% | +13.7% | -68.1% | -57.5% |
| YTD | -59.4% | +34.7% | -94.1% | -67.7% |
| All | -71.9% | +63.1% | -135.0% | -82.5% |
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