-72.8%
SOUN vs FIVE
+63.0%
-135.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.3% |
| 7D | -15.5% | +2.4% | -17.9% | -16.5% |
| 30D | -26.2% | +15.8% | -42.1% | -31.5% |
| 3M | -51.4% | +3.8% | -55.1% | -52.6% |
| 6M | -55.3% | +18.5% | -73.9% | -59.4% |
| YTD | -63.9% | +31.2% | -95.1% | -70.7% |
| 1Y | -72.8% | +61.8% | -134.6% | -82.2% |
| All | -72.8% | +63.0% | -135.8% | -82.2% |
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