-16.5%
SOUN vs FIS
-57.1%
+40.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -7.1% | -7.9% | +0.8% | -2.7% |
| 30D | -15.4% | -8.0% | -7.4% | -11.5% |
| 3M | -10.6% | +0.6% | -11.2% | -13.2% |
| 6M | -19.6% | -22.2% | +2.6% | -8.0% |
| YTD | -37.2% | -40.8% | +3.6% | -15.1% |
| 1Y | -57.1% | -41.5% | -15.5% | -42.1% |
| 3Y | +178.2% | -25.5% | +203.7% | +233.6% |
| All | -16.5% | -57.1% | +40.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling