-10.1%
SOUN vs EXPD
+96.6%
-106.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -5.2% | -1.1% | -4.1% | -4.9% |
| 30D | +4.8% | +4.1% | +0.7% | +3.4% |
| 3M | -15.9% | +17.9% | -33.8% | -20.5% |
| 6M | -17.4% | +29.2% | -46.6% | -25.0% |
| YTD | -32.4% | +27.4% | -59.8% | -38.5% |
| 1Y | -49.3% | +56.8% | -106.1% | -57.9% |
| 3Y | +167.5% | +68.0% | +99.4% | +112.3% |
| All | -10.1% | +96.6% | -106.7% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling