-45.2%
SOUN vs USFD
+176.8%
-222.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | -2.6% | +3.0% | -5.6% | -5.4% |
| 30D | -27.0% | +11.1% | -38.1% | -33.7% |
| 3M | -41.9% | -0.3% | -41.7% | -42.4% |
| 6M | -56.1% | +15.9% | -72.0% | -62.8% |
| YTD | -58.8% | +41.6% | -100.4% | -73.2% |
| 1Y | -71.1% | +49.4% | -120.5% | -82.3% |
| 3Y | +130.9% | +157.8% | -26.9% | -17.3% |
| All | -45.2% | +176.8% | -222.0% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling