-16.5%
SOUN vs ECL
+69.0%
-85.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -7.1% | -1.1% | -6.0% | -6.6% |
| 30D | -15.4% | -0.8% | -14.6% | -15.2% |
| 3M | -10.6% | +5.0% | -15.6% | -13.3% |
| 6M | -19.6% | +0.2% | -19.9% | -20.3% |
| YTD | -37.2% | +5.8% | -43.0% | -39.8% |
| 1Y | -57.1% | +1.5% | -58.6% | -58.0% |
| 3Y | +178.2% | +55.0% | +123.2% | +126.2% |
| All | -16.5% | +69.0% | -85.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling