-52.0%
SOUN vs ED
+46.4%
-98.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.1% | -8.1% | -7.8% |
| 7D | -15.5% | -1.7% | -13.8% | -16.6% |
| 30D | -26.2% | +10.7% | -36.9% | -20.0% |
| 3M | -51.4% | +11.6% | -63.0% | -46.7% |
| 6M | -55.3% | +13.5% | -68.8% | -49.9% |
| YTD | -63.9% | +23.1% | -87.0% | -56.7% |
| 1Y | -72.8% | +23.1% | -95.9% | -67.3% |
| 3Y | +101.1% | +47.9% | +53.2% | +170.3% |
| All | -52.0% | +46.4% | -98.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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