+188.0%
SOUN vs ES
+32.6%
+155.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | +4.8% | -2.0% | +6.8% | +5.5% |
| 3M | -15.9% | +1.7% | -17.5% | -17.1% |
| 6M | -17.4% | -3.5% | -13.9% | -16.7% |
| YTD | -32.4% | +7.9% | -40.3% | -35.6% |
| 1Y | -49.3% | +17.2% | -66.4% | -54.9% |
| All | +188.0% | +32.6% | +155.4% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling