-16.3%
SOUN vs FTV
+27.2%
-43.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -0.7% |
| 7D | -6.8% | -5.2% | -1.6% | -1.5% |
| 30D | -15.2% | -11.5% | -3.7% | -3.8% |
| 3M | -7.0% | -9.0% | +2.1% | +1.7% |
| 6M | -20.5% | -2.0% | -18.5% | -21.4% |
| YTD | -37.0% | -0.9% | -36.1% | -40.1% |
| 1Y | -55.3% | +14.8% | -70.1% | -65.2% |
| 3Y | +173.0% | -5.5% | +178.6% | +186.0% |
| All | -16.3% | +27.2% | -43.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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