-48.4%
SOUN vs ES
-6.4%
-42.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -6.1% | +0.9% | -6.9% | -6.1% |
| 30D | -28.2% | +5.9% | -34.1% | -28.7% |
| 3M | -48.1% | -1.0% | -47.1% | -48.1% |
| 6M | -56.4% | +7.2% | -63.6% | -57.1% |
| YTD | -61.2% | +7.0% | -68.2% | -61.7% |
| 1Y | -73.1% | +0.5% | -73.6% | -73.3% |
| 3Y | +116.2% | +48.7% | +67.5% | +106.8% |
| All | -48.4% | -6.4% | -42.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling