-16.5%
SOUN vs ELAN
-10.3%
-6.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -7.1% | -5.4% | -1.7% | -4.8% |
| 30D | -15.4% | +4.7% | -20.1% | -17.3% |
| 3M | -10.6% | -3.7% | -6.9% | -10.9% |
| 6M | -19.6% | -1.2% | -18.4% | -22.1% |
| YTD | -37.2% | +2.4% | -39.6% | -40.2% |
| 1Y | -57.1% | +23.4% | -80.4% | -63.1% |
| 3Y | +178.2% | +96.7% | +81.5% | +76.5% |
| All | -16.5% | -10.3% | -6.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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