-13.6%
SOUN vs ED
+31.8%
-45.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.9% |
| 7D | -4.4% | -0.2% | -4.3% | -4.5% |
| 30D | -13.1% | +1.9% | -15.1% | -11.6% |
| 3M | -7.7% | +1.9% | -9.5% | -5.7% |
| 6M | -21.2% | -2.3% | -18.9% | -21.2% |
| YTD | -35.0% | +10.9% | -45.9% | -28.5% |
| 1Y | -56.4% | +14.5% | -70.9% | -50.6% |
| 3Y | +181.7% | +33.4% | +148.4% | +246.6% |
| All | -13.6% | +31.8% | -45.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling