-55.8%
SOUN vs ES
+18.9%
-74.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.0% |
| 30D | -18.1% | -1.2% | -16.9% | -18.1% |
| 3M | -12.3% | +5.0% | -17.3% | -12.6% |
| 6M | -18.6% | -2.8% | -15.8% | -18.3% |
| YTD | -34.1% | +8.6% | -42.7% | -34.4% |
| All | -55.8% | +18.9% | -74.7% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling