-49.3%
SOUN vs FDS
-17.4%
-31.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | -5.2% | -1.9% | -3.3% | -4.9% |
| 30D | +4.8% | +9.0% | -4.2% | +3.2% |
| 3M | -15.9% | +18.9% | -34.7% | -19.2% |
| 6M | -17.4% | +35.1% | -52.5% | -23.8% |
| YTD | -32.4% | +5.5% | -37.9% | -38.9% |
| 1Y | -49.3% | -16.8% | -32.5% | -52.3% |
| All | -49.3% | -17.4% | -31.9% | -52.3% |
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