-12.4%
SOUN vs ECL
+70.2%
-82.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -0.8% | -3.3% | -3.7% |
| 30D | -18.1% | -2.5% | -15.6% | -17.2% |
| 3M | -12.3% | +8.3% | -20.6% | -16.3% |
| 6M | -18.6% | -1.1% | -17.5% | -18.7% |
| YTD | -34.1% | +6.5% | -40.6% | -37.0% |
| 1Y | -57.0% | +2.1% | -59.1% | -58.0% |
| 3Y | +185.7% | +57.6% | +128.0% | +130.8% |
| All | -12.4% | +70.2% | -82.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling