-10.1%
SOUN vs FDS
-24.3%
+14.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.3% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | +4.8% | +9.0% | -4.2% | +1.6% |
| 3M | -15.9% | +18.9% | -34.7% | -22.2% |
| 6M | -17.4% | +35.1% | -52.5% | -28.2% |
| YTD | -32.4% | +5.5% | -37.9% | -35.1% |
| 1Y | -49.3% | -16.8% | -32.5% | -45.5% |
| 3Y | +167.5% | -28.1% | +195.5% | +215.4% |
| All | -10.1% | -24.3% | +14.2% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling