-52.0%
SOUN vs EL
-54.7%
+2.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.2% |
| 7D | -15.5% | +2.7% | -18.1% | -16.5% |
| 30D | -26.2% | +10.8% | -37.0% | -29.4% |
| 3M | -51.4% | +26.5% | -77.8% | -56.4% |
| 6M | -55.3% | +31.1% | -86.5% | -60.9% |
| YTD | -63.9% | +6.6% | -70.5% | -66.0% |
| 1Y | -72.8% | +21.8% | -94.6% | -75.8% |
| 3Y | +101.1% | +1.8% | +99.4% | +76.6% |
| All | -52.0% | -54.7% | +2.7% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling