-16.5%
SOUN vs EIX
-3.0%
-13.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -7.1% | -1.4% | -5.8% | -6.8% |
| 30D | -15.4% | -19.3% | +3.9% | -11.6% |
| 3M | -10.6% | -21.7% | +11.1% | -6.1% |
| 6M | -19.6% | -19.8% | +0.2% | -17.0% |
| YTD | -37.2% | -3.0% | -34.2% | -40.9% |
| 1Y | -57.1% | +5.1% | -62.2% | -61.3% |
| 3Y | +178.2% | -7.0% | +185.2% | +166.3% |
| All | -16.5% | -3.0% | -13.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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