-12.4%
SOUN vs EXPD
+93.6%
-106.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | -18.1% | +4.1% | -22.1% | -19.1% |
| 3M | -12.3% | +13.8% | -26.1% | -16.1% |
| 6M | -18.6% | +27.3% | -45.9% | -25.7% |
| YTD | -34.1% | +25.4% | -59.5% | -39.7% |
| 1Y | -57.0% | +54.4% | -111.4% | -64.2% |
| 3Y | +185.7% | +67.9% | +117.8% | +127.1% |
| All | -12.4% | +93.6% | -106.0% | -35.4% |
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