-53.5%
SOUN vs USFR
+21.0%
-74.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -2.7% |
| 7D | -15.1% | +0.1% | -15.1% | -14.2% |
| 30D | -23.0% | +0.4% | -23.3% | -18.4% |
| 3M | -53.3% | +1.1% | -54.4% | -45.0% |
| 6M | -58.6% | +2.0% | -60.6% | -43.5% |
| YTD | -65.0% | +3.5% | -68.5% | -41.8% |
| 1Y | -71.4% | +4.1% | -75.5% | -48.3% |
| 3Y | +75.4% | +14.4% | +61.0% | +1,542.5% |
| All | -53.5% | +21.0% | -74.4% | +2,046.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling