-13.6%
SOUN vs EOSE
+88.6%
-102.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.5% |
| 7D | -4.4% | +15.0% | -19.4% | -8.3% |
| 30D | -13.1% | +2.5% | -15.6% | -14.8% |
| 3M | -7.7% | -33.7% | +26.0% | +0.1% |
| 6M | -21.2% | -32.7% | +11.6% | -18.8% |
| YTD | -35.0% | -63.8% | +28.8% | -24.8% |
| 1Y | -56.4% | -40.5% | -15.8% | -57.6% |
| 3Y | +181.7% | +50.4% | +131.4% | +72.5% |
| All | -13.6% | +88.6% | -102.2% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling