-13.6%
SOUN vs EXPE
+51.3%
-64.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -4.4% | -11.5% | +7.1% | +1.1% |
| 30D | -13.1% | -13.1% | -0.1% | -7.8% |
| 3M | -7.7% | +18.1% | -25.8% | -17.0% |
| 6M | -21.2% | +13.3% | -34.4% | -27.5% |
| YTD | -35.0% | -3.2% | -31.8% | -36.7% |
| 1Y | -56.4% | +26.1% | -82.5% | -63.8% |
| 3Y | +181.7% | +151.7% | +30.0% | +64.3% |
| All | -13.6% | +51.3% | -64.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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