-52.0%
SOUN vs FLUT
-19.1%
-32.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -6.4% |
| 7D | -15.5% | -1.2% | -14.3% | -15.0% |
| 30D | -26.2% | +5.0% | -31.2% | -27.9% |
| 3M | -51.4% | -16.4% | -34.9% | -48.5% |
| 6M | -55.3% | -14.6% | -40.8% | -54.0% |
| YTD | -63.9% | -61.9% | -2.0% | -48.5% |
| 1Y | -72.8% | -65.0% | -7.8% | -59.9% |
| 3Y | +101.1% | -44.8% | +145.9% | +162.8% |
| All | -52.0% | -19.1% | -32.9% | -44.3% |
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