-47.9%
SOUN vs ECL
+88.9%
-136.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -9.5% | -2.3% | -7.2% | -8.6% |
| 30D | -21.3% | +8.3% | -29.6% | -24.2% |
| 3M | -47.2% | +8.4% | -55.7% | -49.3% |
| 6M | -53.7% | +23.3% | -77.0% | -58.7% |
| YTD | -60.8% | +18.2% | -79.0% | -64.3% |
| 1Y | -70.9% | +18.8% | -89.7% | -73.6% |
| 3Y | +118.4% | +78.5% | +39.9% | +67.2% |
| All | -47.9% | +88.9% | -136.7% | -56.4% |
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 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