-10.1%
SOUN vs USFD
+170.0%
-180.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -5.2% | -3.0% | -2.2% | -2.8% |
| 30D | +4.8% | +3.5% | +1.3% | +1.9% |
| 3M | -15.9% | +26.6% | -42.4% | -33.4% |
| 6M | -17.4% | +11.7% | -29.1% | -27.6% |
| YTD | -32.4% | +38.1% | -70.5% | -54.6% |
| 1Y | -49.3% | +33.4% | -82.7% | -64.7% |
| 3Y | +167.5% | +155.8% | +11.6% | -2.6% |
| All | -10.1% | +170.0% | -180.1% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling