-53.5%
SOUN vs EAT
+408.1%
-461.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | -15.1% | -4.0% | -11.1% | -13.6% |
| 30D | -23.0% | -2.9% | -20.1% | -22.3% |
| 3M | -53.3% | -16.9% | -36.5% | -50.3% |
| 6M | -58.6% | +57.0% | -115.5% | -67.2% |
| YTD | -65.0% | +38.2% | -103.2% | -71.3% |
| 1Y | -71.4% | +69.3% | -140.7% | -79.0% |
| 3Y | +75.4% | +483.0% | -407.6% | -33.2% |
| All | -53.5% | +408.1% | -461.6% | -79.1% |
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