-10.1%
SOUN vs ELF
+356.2%
-366.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | -5.2% | +5.4% | -10.6% | -7.2% |
| 30D | +4.8% | +27.0% | -22.2% | -4.7% |
| 3M | -15.9% | +113.2% | -129.1% | -38.4% |
| 6M | -17.4% | +36.6% | -54.0% | -28.7% |
| YTD | -32.4% | +44.2% | -76.6% | -43.6% |
| 1Y | -49.3% | -18.0% | -31.3% | -48.4% |
| 3Y | +167.5% | -19.9% | +187.4% | +145.8% |
| All | -10.1% | +356.2% | -366.3% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling