-55.3%
SOUN vs FDS
+52.2%
-107.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.9% | -7.0% | -7.8% |
| 7D | -15.5% | -2.6% | -12.9% | -15.2% |
| 30D | -26.2% | +14.1% | -40.3% | -27.5% |
| 3M | -51.4% | +19.8% | -71.1% | -52.4% |
| 6M | -55.3% | +55.0% | -110.3% | -58.2% |
| All | -55.3% | +52.2% | -107.5% | -58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling