-16.5%
SOUN vs USFR
+20.1%
-36.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | +0.9% |
| 7D | -7.1% | +0.1% | -7.3% | -5.1% |
| 30D | -15.4% | +0.4% | -15.8% | -10.7% |
| 3M | -10.6% | +1.0% | -11.6% | +4.6% |
| 6M | -19.6% | +2.0% | -21.6% | +7.5% |
| YTD | -37.2% | +2.8% | -40.0% | -6.5% |
| 1Y | -57.1% | +4.1% | -61.2% | -23.0% |
| 3Y | +178.2% | +14.1% | +164.1% | +2,531.9% |
| All | -16.5% | +20.1% | -36.7% | +3,334.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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