-13.6%
SOUN vs FLUT
-1.9%
-11.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -4.4% | -2.6% | -1.8% | -3.5% |
| 30D | -13.1% | +5.4% | -18.5% | -15.3% |
| 3M | -7.7% | -10.8% | +3.1% | -4.9% |
| 6M | -21.2% | -9.2% | -12.0% | -19.7% |
| YTD | -35.0% | -53.8% | +18.8% | -13.3% |
| 1Y | -56.4% | -66.0% | +9.6% | -34.6% |
| 3Y | +181.7% | -44.7% | +226.4% | +254.1% |
| All | -13.6% | -1.9% | -11.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling