-13.6%
SOUN vs EL
-59.5%
+45.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.1% |
| 7D | -4.4% | -2.4% | -2.1% | -3.5% |
| 30D | -13.1% | +13.7% | -26.8% | -18.2% |
| 3M | -7.7% | +14.5% | -22.2% | -13.3% |
| 6M | -21.2% | +7.4% | -28.6% | -24.9% |
| YTD | -35.0% | -4.7% | -30.3% | -35.5% |
| 1Y | -56.4% | +12.9% | -69.3% | -59.8% |
| 3Y | +181.7% | -32.2% | +214.0% | +190.2% |
| All | -13.6% | -59.5% | +45.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling