-13.6%
SOUN vs USFD
+152.9%
-166.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +3.4% |
| 7D | -4.4% | -7.0% | +2.6% | +1.6% |
| 30D | -13.1% | -10.3% | -2.8% | -4.9% |
| 3M | -7.7% | +9.2% | -16.9% | -16.2% |
| 6M | -21.2% | +7.4% | -28.6% | -28.8% |
| YTD | -35.0% | +29.4% | -64.4% | -53.8% |
| 1Y | -56.4% | +24.8% | -81.2% | -67.9% |
| 3Y | +181.7% | +150.0% | +31.7% | +4.4% |
| All | -13.6% | +152.9% | -166.5% | -54.8% |
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