+80.9%
SOUN vs USFR
+14.3%
+66.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | -15.5% | +0.1% | -15.6% | -14.9% |
| 30D | -26.2% | +0.4% | -26.6% | -23.3% |
| 3M | -51.4% | +1.0% | -52.4% | -46.2% |
| 6M | -55.3% | +2.0% | -57.4% | -46.9% |
| YTD | -63.9% | +3.4% | -67.3% | -53.9% |
| 1Y | -72.8% | +4.1% | -76.9% | -64.2% |
| All | +80.9% | +14.3% | +66.6% | +1,453.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling