-10.1%
SOUN vs FDX
+116.9%
-127.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -5.2% | -2.5% | -2.7% | -4.2% |
| 30D | +4.8% | +3.8% | +1.0% | +3.1% |
| 3M | -15.9% | -1.3% | -14.6% | -15.7% |
| 6M | -17.4% | +5.0% | -22.4% | -20.1% |
| YTD | -32.4% | +39.6% | -72.0% | -42.3% |
| 1Y | -49.3% | +81.1% | -130.4% | -61.4% |
| 3Y | +167.5% | +63.0% | +104.4% | +108.8% |
| All | -10.1% | +116.9% | -127.0% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling