+188.0%
SOUN vs ELF
-27.2%
+215.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.3% |
| 7D | -4.4% | -6.8% | +2.4% | -1.6% |
| 30D | -13.1% | +5.1% | -18.2% | -15.3% |
| 3M | -7.7% | +79.8% | -87.5% | -28.4% |
| 6M | -21.2% | +29.7% | -50.9% | -30.9% |
| YTD | -35.0% | +31.6% | -66.6% | -44.2% |
| 1Y | -56.4% | -27.9% | -28.5% | -52.8% |
| All | +188.0% | -27.2% | +215.2% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling