-52.0%
SOUN vs ECL
+86.8%
-138.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.8% | -7.4% |
| 7D | -15.5% | -0.5% | -15.0% | -15.3% |
| 30D | -26.2% | +6.6% | -32.8% | -28.3% |
| 3M | -51.4% | +9.6% | -61.0% | -53.5% |
| 6M | -55.3% | +21.6% | -76.9% | -59.8% |
| YTD | -63.9% | +16.9% | -80.8% | -67.0% |
| 1Y | -72.8% | +17.9% | -90.7% | -75.3% |
| 3Y | +101.1% | +76.5% | +24.6% | +54.8% |
| All | -52.0% | +86.8% | -138.8% | -59.6% |
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