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Funds (13F)

Soroban Capital Partners LP

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.4%
S&P 500 +14.1%
Last 12 months
+11.3%
S&P 500 +12.1%
Sharpe ratio
0.66
S&P 500 0.78
Biggest drop
−36.7%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$52.6k
Soroban Capital Partners LPS&P 500 $10,000 in Soroban Capital Partners LP from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Soroban Capital Partners LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Soroban Capital Partners LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.4%+14.1%
Total return+426%+470%
Last 12 months+11.3%+12.1%
Last 3 months+4.2%—
Last month+6.0%—
This year so far+13.7%—
Volatility a year18.9%16.0%
Sharpe ratio0.660.78
Biggest drop−36.7%−31.8%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)−0.4% (−0.14)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AMZN12.7%——
MA9.6%——
TDG8.9%——
MSFT8.8%——
V8.4%——
TSM7.8%——
META6.2%——
DPZ5.9%——
SPGI5.3%——
EFX5.2%——
FERG4.3%——
PNW3.1%——
DTE2.2%——
ETR2.0%——
NXPI1.8%——
GOOGL1.6%——
NI1.6%——
SO1.2%——
AEE1.1%——
AEP1.0%——
WEC0.9%——
CMS0.6%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+13.4%+14.1%0.660.78−36.7%1.02−0.4% (−0.14)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.3%+13.9%0.450.66−36.7%0.98−2.7% (−0.92)
Last three years3 Nov 2023 to 2 Nov 2026+21.8%+21.8%1.231.16−10.9%0.78+3.5% (0.82)
Last year7 Nov 2025 to 2 Nov 2026+12.3%+14.2%0.600.84−9.9%0.96−0.9% (−0.11)
DateCompanyAction
22 May 2026NXPIBought
22 May 2026DPZBought
20 Feb 2026SPGIBought
20 Feb 2026PNWBought
20 Feb 2026EFXBought
21 Nov 2025UNPBought
21 Nov 2025TMOBought
21 Nov 2025DHRBought
15 Aug 2025TDGBought
15 Aug 2025METABought
15 Aug 2025CDWBought
16 May 2025WDCBought
16 May 2025STXBought
16 May 2025SOBought
16 May 2025REXRBought
16 May 2025FERGBought
16 May 2025DUKBought
16 May 2025CMSBought
16 May 2025AMZNBought
21 Feb 2025SBACBought
21 Feb 2025CSGPBought
15 Nov 2024YUMBought
15 Nov 2024WECBought
15 Nov 2024VRSNBought
15 Nov 2024VBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WDCSold
21 Aug 2026STXSold
21 Aug 2026REXRSold
21 Aug 2026QSRSold
22 May 2026UNPSold
22 May 2026CSXSold
20 Feb 2026TMOSold
20 Feb 2026PPLSold
20 Feb 2026FESold
20 Feb 2026DHRSold
21 Nov 2025DUKSold
21 Nov 2025CNPSold
21 Nov 2025CDWSold
15 Aug 2025CSGPSold
16 May 2025YUMSold
16 May 2025VRSNSold
16 May 2025UNPSold
16 May 2025SBACSold
16 May 2025LOWSold
21 Feb 2025CRHSold
21 Feb 2025CMSSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest