-10.1%
SOUN vs FTV
+32.8%
-43.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +1.0% |
| 7D | -5.2% | -4.5% | -0.7% | -0.6% |
| 30D | +4.8% | -7.1% | +11.9% | +13.0% |
| 3M | -15.9% | -7.2% | -8.7% | -10.2% |
| 6M | -17.4% | -1.5% | -15.9% | -18.6% |
| YTD | -32.4% | +3.5% | -35.9% | -38.5% |
| 1Y | -49.3% | +20.3% | -69.6% | -62.4% |
| 3Y | +167.5% | -3.1% | +170.6% | +172.3% |
| All | -10.1% | +32.8% | -43.0% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling