-16.5%
SOUN vs FLUT
-0.7%
-15.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | -7.1% | +0.4% | -7.6% | -7.3% |
| 30D | -15.4% | +2.5% | -17.9% | -16.6% |
| 3M | -10.6% | -9.2% | -1.3% | -8.4% |
| 6M | -19.6% | -8.2% | -11.4% | -18.5% |
| YTD | -37.2% | -53.2% | +16.0% | -16.6% |
| 1Y | -57.1% | -65.6% | +8.5% | -35.9% |
| 3Y | +178.2% | -43.6% | +221.8% | +247.6% |
| All | -16.5% | -0.7% | -15.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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