-16.5%
SOUN vs FLR
+107.8%
-124.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -7.1% | -3.5% | -3.6% | -5.2% |
| 30D | -15.4% | +4.2% | -19.6% | -17.7% |
| 3M | -10.6% | +8.1% | -18.6% | -15.1% |
| 6M | -19.6% | +21.5% | -41.2% | -30.3% |
| YTD | -37.2% | +36.8% | -74.0% | -49.2% |
| 1Y | -57.1% | +31.2% | -88.3% | -64.1% |
| 3Y | +178.2% | +53.9% | +124.3% | +102.3% |
| All | -16.5% | +107.8% | -124.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling