+185.7%
SOUN vs FDS
-30.4%
+216.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -0.8% |
| 7D | -4.1% | -5.4% | +1.3% | -2.0% |
| 30D | -18.1% | +1.6% | -19.7% | -18.7% |
| 3M | -12.3% | +17.7% | -30.0% | -19.6% |
| 6M | -18.6% | +29.1% | -47.6% | -29.5% |
| YTD | -34.1% | +1.0% | -35.1% | -35.0% |
| 1Y | -57.0% | -21.6% | -35.4% | -48.7% |
| 3Y | +185.7% | -30.1% | +215.8% | +272.7% |
| All | +185.7% | -30.4% | +216.1% | +272.7% |
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