-48.4%
SOUN vs USFD
+185.0%
-233.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -6.1% | +8.4% | -14.4% | -12.5% |
| 30D | -28.2% | +12.7% | -40.9% | -35.6% |
| 3M | -48.1% | +1.1% | -49.2% | -49.2% |
| 6M | -56.4% | +30.2% | -86.6% | -66.8% |
| YTD | -61.2% | +45.8% | -107.0% | -75.4% |
| 1Y | -73.1% | +51.9% | -125.1% | -83.7% |
| 3Y | +116.2% | +158.5% | -42.3% | -22.7% |
| All | -48.4% | +185.0% | -233.4% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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