-16.5%
SOUN vs EOSE
+79.5%
-96.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -7.1% | +1.8% | -8.9% | -7.8% |
| 30D | -15.4% | -6.8% | -8.6% | -14.9% |
| 3M | -10.6% | -36.3% | +25.7% | -2.1% |
| 6M | -19.6% | -38.8% | +19.1% | -15.1% |
| YTD | -37.2% | -65.5% | +28.3% | -26.4% |
| 1Y | -57.1% | -45.3% | -11.8% | -57.3% |
| 3Y | +178.2% | +44.2% | +134.1% | +72.2% |
| All | -16.5% | +79.5% | -96.1% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling