-10.1%
SOUN vs EAT
+489.9%
-500.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -5.2% | 0.0% | -5.2% | -5.3% |
| 30D | +4.8% | +1.9% | +2.9% | +3.2% |
| 3M | -15.9% | +68.7% | -84.5% | -34.3% |
| 6M | -17.4% | +66.9% | -84.3% | -36.8% |
| YTD | -32.4% | +60.4% | -92.8% | -47.4% |
| 1Y | -49.3% | +44.0% | -93.3% | -59.1% |
| 3Y | +167.5% | +604.7% | -437.2% | -5.2% |
| All | -10.1% | +489.9% | -500.0% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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