-16.3%
SOUN vs FDX
+109.7%
-126.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | -6.8% | -3.9% | -3.0% | -5.3% |
| 30D | -15.2% | -3.3% | -12.0% | -14.2% |
| 3M | -7.0% | -2.0% | -5.0% | -6.6% |
| 6M | -20.5% | +8.0% | -28.6% | -24.0% |
| YTD | -37.0% | +35.0% | -72.0% | -45.5% |
| 1Y | -55.3% | +73.7% | -129.0% | -65.4% |
| 3Y | +173.0% | +61.6% | +111.5% | +115.2% |
| All | -16.3% | +109.7% | -126.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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