-71.4%
SOUN vs FDS
+25.7%
-97.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -15.1% | +1.5% | -16.5% | -15.4% |
| 30D | -23.0% | +14.8% | -37.8% | -26.0% |
| 3M | -53.3% | +16.3% | -69.6% | -55.5% |
| 6M | -58.6% | +66.2% | -124.8% | -65.5% |
| YTD | -65.0% | +16.2% | -81.2% | -68.5% |
| 1Y | -71.4% | +21.8% | -93.3% | -73.6% |
| All | -71.4% | +25.7% | -97.1% | -73.6% |
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