-16.5%
SOUN vs FTI
+951.9%
-968.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -7.1% | -4.4% | -2.7% | -4.9% |
| 30D | -15.4% | +1.5% | -16.9% | -16.2% |
| 3M | -10.6% | +8.2% | -18.8% | -15.5% |
| 6M | -19.6% | +18.8% | -38.5% | -29.0% |
| YTD | -37.2% | +71.7% | -108.9% | -54.9% |
| 1Y | -57.1% | +90.0% | -147.1% | -71.2% |
| 3Y | +178.2% | +270.5% | -92.3% | +25.0% |
| All | -16.5% | +951.9% | -968.4% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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