-16.5%
SOUN vs FOXA
+91.3%
-107.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.1% |
| 7D | -7.1% | +0.8% | -7.9% | -7.7% |
| 30D | -15.4% | +5.0% | -20.5% | -18.8% |
| 3M | -10.6% | -3.0% | -7.5% | -11.2% |
| 6M | -19.6% | +14.8% | -34.4% | -31.9% |
| YTD | -37.2% | -8.9% | -28.3% | -35.3% |
| 1Y | -57.1% | +13.3% | -70.4% | -64.7% |
| 3Y | +178.2% | +115.4% | +62.8% | +28.2% |
| All | -16.5% | +91.3% | -107.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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