-10.1%
SOUN vs FLUT
-1.2%
-9.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | +4.8% | +7.7% | -2.9% | +1.4% |
| 3M | -15.9% | -0.7% | -15.1% | -17.3% |
| 6M | -17.4% | -11.2% | -6.2% | -15.1% |
| YTD | -32.4% | -53.4% | +21.0% | -10.1% |
| 1Y | -49.3% | -65.8% | +16.5% | -24.2% |
| 3Y | +167.5% | -44.9% | +212.4% | +235.7% |
| All | -10.1% | -1.2% | -9.0% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling