-16.5%
SOUN vs SFM
+143.7%
-160.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -7.1% | -10.6% | +3.5% | -5.4% |
| 30D | -15.4% | -15.5% | +0.1% | -13.1% |
| 3M | -10.6% | -17.4% | +6.9% | -8.1% |
| 6M | -19.6% | -3.4% | -16.2% | -20.5% |
| YTD | -37.2% | -8.7% | -28.5% | -37.3% |
| 1Y | -57.1% | -47.2% | -9.9% | -52.7% |
| 3Y | +178.2% | +82.7% | +95.5% | +186.7% |
| All | -16.5% | +143.7% | -160.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling