-12.4%
SOUN vs FLR
+117.1%
-129.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | -4.1% | +0.7% | -4.7% | -4.5% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | -12.3% | +14.3% | -26.6% | -19.4% |
| 6M | -18.6% | +25.6% | -44.2% | -30.7% |
| YTD | -34.1% | +42.9% | -77.0% | -48.0% |
| 1Y | -57.0% | +38.7% | -95.8% | -65.2% |
| 3Y | +185.7% | +61.8% | +123.9% | +102.1% |
| All | -12.4% | +117.1% | -129.5% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling