-71.4%
SOUN vs FDS
+31.1%
-102.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.1% |
| 7D | -2.7% | +9.4% | -12.1% | -5.0% |
| 30D | -26.5% | +23.8% | -50.3% | -30.7% |
| 3M | -33.6% | +25.1% | -58.8% | -37.7% |
| 6M | -54.4% | +53.8% | -108.2% | -60.4% |
| YTD | -56.7% | +19.6% | -76.2% | -61.7% |
| 1Y | -71.4% | +31.6% | -103.1% | -73.8% |
| All | -71.4% | +31.1% | -102.6% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling