+188.0%
SOUN vs FIVE
+56.0%
+132.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -3.2% |
| 7D | -5.2% | +4.3% | -9.5% | -7.8% |
| 30D | +4.8% | +12.5% | -7.7% | -2.7% |
| 3M | -15.9% | +31.2% | -47.1% | -29.4% |
| 6M | -17.4% | +14.4% | -31.8% | -26.0% |
| YTD | -32.4% | +33.9% | -66.3% | -45.4% |
| 1Y | -49.3% | +65.1% | -114.3% | -64.3% |
| All | +188.0% | +56.0% | +132.0% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling