-53.5%
SOUN vs EL
-54.2%
+0.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | -15.1% | +1.5% | -16.6% | -15.6% |
| 30D | -23.0% | +10.0% | -33.0% | -26.0% |
| 3M | -53.3% | +28.4% | -81.8% | -58.5% |
| 6M | -58.6% | +37.1% | -95.6% | -64.4% |
| YTD | -65.0% | +7.8% | -72.8% | -67.2% |
| 1Y | -71.4% | +26.0% | -97.5% | -75.0% |
| 3Y | +75.4% | +3.8% | +71.6% | +52.8% |
| All | -53.5% | -54.2% | +0.7% | -43.3% |
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