-53.5%
SOUN vs EXPD
+102.8%
-156.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | -15.1% | +5.5% | -20.6% | -16.5% |
| 30D | -23.0% | -0.8% | -22.2% | -22.9% |
| 3M | -53.3% | +4.1% | -57.5% | -54.0% |
| 6M | -58.6% | +25.7% | -84.2% | -61.8% |
| YTD | -65.0% | +31.4% | -96.4% | -68.5% |
| 1Y | -71.4% | +42.2% | -113.6% | -75.1% |
| 3Y | +75.4% | +77.2% | -1.8% | +36.7% |
| All | -53.5% | +102.8% | -156.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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