-10.1%
SOUN vs USFR
+20.0%
-30.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.3% |
| 7D | -5.2% | +0.1% | -5.3% | -4.3% |
| 30D | +4.8% | +0.3% | +4.5% | +9.7% |
| 3M | -15.9% | +1.0% | -16.9% | -2.2% |
| 6M | -17.4% | +1.9% | -19.3% | +9.8% |
| YTD | -32.4% | +2.6% | -35.0% | -1.5% |
| 1Y | -49.3% | +4.0% | -53.3% | -10.2% |
| 3Y | +167.5% | +14.1% | +153.4% | +2,479.4% |
| All | -10.1% | +20.0% | -30.1% | +3,530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling