-16.3%
SOUN vs EL
-60.4%
+44.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.1% |
| 7D | -6.8% | -4.4% | -2.5% | -5.0% |
| 30D | -15.2% | +10.3% | -25.5% | -19.1% |
| 3M | -7.0% | +13.4% | -20.3% | -12.2% |
| 6M | -20.5% | +3.1% | -23.6% | -22.9% |
| YTD | -37.0% | -6.9% | -30.1% | -36.9% |
| 1Y | -55.3% | +11.9% | -67.2% | -58.6% |
| 3Y | +173.0% | -33.8% | +206.9% | +184.1% |
| All | -16.3% | -60.4% | +44.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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