-53.5%
SOUN vs FIS
-66.7%
+13.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.2% | -5.1% |
| 7D | -15.1% | +2.8% | -17.9% | -16.3% |
| 30D | -23.0% | -16.7% | -6.2% | -19.2% |
| 3M | -53.3% | -32.3% | -21.1% | -45.0% |
| 6M | -58.6% | -29.1% | -29.5% | -53.3% |
| YTD | -65.0% | -54.1% | -10.9% | -48.3% |
| 1Y | -71.4% | -53.7% | -17.7% | -58.2% |
| 3Y | +75.4% | -38.8% | +114.2% | +124.0% |
| All | -53.5% | -66.7% | +13.3% | -14.8% |
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