-12.4%
SOUN vs EME
+591.9%
-604.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -4.2% |
| 7D | -4.1% | +5.2% | -9.2% | -7.4% |
| 30D | -18.1% | -5.4% | -12.7% | -15.5% |
| 3M | -12.3% | -6.1% | -6.2% | -10.5% |
| 6M | -18.6% | +9.7% | -28.2% | -26.6% |
| YTD | -34.1% | +26.6% | -60.7% | -47.2% |
| 1Y | -57.0% | +24.6% | -81.7% | -65.5% |
| 3Y | +185.7% | +249.6% | -63.9% | +23.9% |
| All | -12.4% | +591.9% | -604.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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