-16.5%
SOUN vs ELV
-12.5%
-4.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -3.8% |
| 7D | -7.1% | +2.8% | -9.9% | -7.3% |
| 30D | -15.4% | +4.9% | -20.3% | -15.7% |
| 3M | -10.6% | +4.9% | -15.5% | -11.0% |
| 6M | -19.6% | +45.1% | -64.7% | -22.3% |
| YTD | -37.2% | +20.7% | -57.9% | -38.4% |
| 1Y | -57.1% | +35.0% | -92.1% | -58.3% |
| 3Y | +178.2% | -2.4% | +180.7% | +181.8% |
| All | -16.5% | -12.5% | -4.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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