-13.6%
SOUN vs FIS
-57.6%
+44.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | +0.6% |
| 7D | -4.4% | -9.1% | +4.7% | +0.9% |
| 30D | -13.1% | -10.4% | -2.7% | -7.6% |
| 3M | -7.7% | -3.7% | -4.0% | -7.9% |
| 6M | -21.2% | -24.8% | +3.6% | -7.9% |
| YTD | -35.0% | -41.6% | +6.6% | -11.4% |
| 1Y | -56.4% | -42.7% | -13.6% | -40.3% |
| 3Y | +181.7% | -26.2% | +208.0% | +240.1% |
| All | -13.6% | -57.6% | +44.0% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling