-59.9%
SOUN vs FRMI
-78.0%
+18.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -4.4% | +15.9% | -20.4% | -6.7% |
| 30D | -13.1% | -6.0% | -7.2% | -13.2% |
| 3M | -7.7% | -1.6% | -6.1% | -9.8% |
| 6M | -21.2% | -30.7% | +9.5% | -20.9% |
| YTD | -35.0% | -30.9% | -4.1% | -35.6% |
| All | -59.9% | -78.0% | +18.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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