+75.4%
SOUN vs FDX
+74.4%
+0.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.9% |
| 7D | -15.1% | +5.2% | -20.3% | -17.4% |
| 30D | -23.0% | +11.3% | -34.2% | -27.4% |
| 3M | -53.3% | -4.1% | -49.2% | -52.4% |
| 6M | -58.6% | +9.6% | -68.2% | -61.0% |
| YTD | -65.0% | +40.9% | -105.9% | -72.6% |
| 1Y | -71.4% | +53.0% | -124.5% | -78.9% |
| 3Y | +75.4% | +74.1% | +1.3% | +4.7% |
| All | +75.4% | +74.4% | +0.9% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling