-45.2%
SOUN vs FIVE
+47.4%
-92.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -27.0% | +17.7% | -44.7% | -34.6% |
| 3M | -41.9% | +4.0% | -45.9% | -43.9% |
| 6M | -56.1% | +2.6% | -58.7% | -58.0% |
| YTD | -58.8% | +27.6% | -86.4% | -66.1% |
| 1Y | -71.1% | +59.9% | -131.1% | -79.7% |
| 3Y | +130.9% | +35.8% | +95.1% | +77.9% |
| All | -45.2% | +47.4% | -92.6% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling