-13.6%
SOUN vs ELF
+316.3%
-329.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.3% |
| 7D | -4.4% | -6.8% | +2.4% | -1.7% |
| 30D | -13.1% | +5.1% | -18.2% | -15.2% |
| 3M | -7.7% | +79.8% | -87.5% | -27.4% |
| 6M | -21.2% | +29.7% | -50.9% | -30.5% |
| YTD | -35.0% | +31.6% | -66.6% | -43.8% |
| 1Y | -56.4% | -27.9% | -28.5% | -53.2% |
| 3Y | +181.7% | -26.4% | +208.2% | +168.0% |
| All | -13.6% | +316.3% | -329.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling