-13.6%
SOUN vs ELV
-17.1%
+3.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -4.4% | -2.2% | -2.2% | -4.3% |
| 30D | -13.1% | -0.2% | -12.9% | -13.1% |
| 3M | -7.7% | -6.1% | -1.6% | -7.4% |
| 6M | -21.2% | +42.8% | -64.0% | -23.7% |
| YTD | -35.0% | +14.4% | -49.4% | -36.0% |
| 1Y | -56.4% | +28.6% | -85.0% | -57.5% |
| 3Y | +181.7% | -7.4% | +189.1% | +186.5% |
| All | -13.6% | -17.1% | +3.5% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling