-46.0%
SOUN vs FN
+270.1%
-316.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.3% | -5.4% |
| 7D | -1.0% | +16.3% | -17.3% | -7.6% |
| 30D | -24.9% | -24.7% | -0.1% | -18.6% |
| 3M | -49.5% | -34.9% | -14.6% | -43.6% |
| 6M | -54.4% | -41.1% | -13.3% | -48.6% |
| YTD | -59.4% | -19.6% | -39.8% | -61.1% |
| 1Y | -71.4% | -18.5% | -52.8% | -72.9% |
| 3Y | +134.1% | +119.1% | +15.0% | +49.4% |
| All | -46.0% | +270.1% | -316.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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