-46.0%
SOUN vs FIVE
+55.7%
-101.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.6% | -7.1% | -5.0% |
| 7D | -1.0% | +6.2% | -7.2% | -5.0% |
| 30D | -24.9% | +18.2% | -43.0% | -32.9% |
| 3M | -49.5% | +3.8% | -53.3% | -51.4% |
| 6M | -54.4% | +13.7% | -68.1% | -59.1% |
| YTD | -59.4% | +34.7% | -94.1% | -67.8% |
| 1Y | -71.4% | +66.6% | -138.0% | -80.4% |
| 3Y | +134.1% | +44.3% | +89.8% | +73.0% |
| All | -46.0% | +55.7% | -101.7% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling