-13.6%
SOUN vs ES
-6.4%
-7.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -13.1% | -1.0% | -12.1% | -13.1% |
| 3M | -7.7% | +1.5% | -9.2% | -8.1% |
| 6M | -21.2% | -3.5% | -17.7% | -20.9% |
| YTD | -35.0% | +7.0% | -42.0% | -35.9% |
| 1Y | -56.4% | +15.3% | -71.7% | -57.8% |
| 3Y | +181.7% | +30.2% | +151.5% | +153.2% |
| All | -13.6% | -6.4% | -7.2% | -21.7% |
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