+96.5%
SOUN vs FDS
-22.8%
+119.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | 0.0% |
| 7D | -9.5% | -2.1% | -7.4% | -8.8% |
| 30D | -21.3% | +16.0% | -37.3% | -25.9% |
| 3M | -47.2% | +18.8% | -66.0% | -50.9% |
| 6M | -53.7% | +54.1% | -107.8% | -62.6% |
| YTD | -60.8% | +17.0% | -77.8% | -63.6% |
| 1Y | -70.9% | +25.5% | -96.4% | -74.3% |
| All | +96.5% | -22.8% | +119.2% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling