+178.2%
SOUN vs EOSE
+42.6%
+135.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -7.1% | +1.8% | -8.9% | -7.7% |
| 30D | -15.4% | -6.8% | -8.6% | -14.9% |
| 3M | -10.6% | -36.3% | +25.7% | -3.0% |
| 6M | -19.6% | -38.8% | +19.1% | -15.3% |
| YTD | -37.2% | -65.5% | +28.3% | -27.2% |
| 1Y | -57.1% | -45.3% | -11.8% | -56.9% |
| 3Y | +178.2% | +44.2% | +134.1% | +56.6% |
| All | +178.2% | +42.6% | +135.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling