+130.9%
SOUN vs EXPD
+68.8%
+62.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -2.8% |
| 7D | -2.6% | -7.2% | +4.6% | -0.4% |
| 30D | -27.0% | -3.3% | -23.7% | -26.3% |
| 3M | -41.9% | +3.4% | -45.3% | -42.8% |
| 6M | -56.1% | +22.7% | -78.8% | -59.6% |
| YTD | -58.8% | +24.5% | -83.3% | -62.7% |
| 1Y | -71.1% | +38.6% | -109.8% | -75.3% |
| 3Y | +130.9% | +71.5% | +59.4% | +68.0% |
| All | +130.9% | +68.8% | +62.1% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling