-45.2%
SOUN vs EXPD
+92.2%
-137.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -2.8% |
| 7D | -2.6% | -7.2% | +4.6% | -0.5% |
| 30D | -27.0% | -3.3% | -23.7% | -26.3% |
| 3M | -41.9% | +3.4% | -45.3% | -42.7% |
| 6M | -56.1% | +22.7% | -78.8% | -59.3% |
| YTD | -58.8% | +24.5% | -83.3% | -62.3% |
| 1Y | -71.1% | +38.6% | -109.8% | -74.7% |
| 3Y | +130.9% | +71.5% | +59.4% | +81.8% |
| All | -45.2% | +92.2% | -137.4% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling