+130.9%
SOUN vs USFD
+159.2%
-28.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | -2.6% | +3.0% | -5.6% | -5.2% |
| 30D | -27.0% | +11.1% | -38.1% | -33.3% |
| 3M | -41.9% | -0.3% | -41.7% | -42.2% |
| 6M | -56.1% | +15.9% | -72.0% | -62.5% |
| YTD | -58.8% | +41.6% | -100.4% | -74.2% |
| 1Y | -71.1% | +49.4% | -120.5% | -83.4% |
| 3Y | +130.9% | +157.8% | -26.9% | -43.8% |
| All | +130.9% | +159.2% | -28.3% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling