-12.4%
SOUN vs ES
-5.1%
-7.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | -18.1% | -1.2% | -16.9% | -18.0% |
| 3M | -12.3% | +5.0% | -17.3% | -13.1% |
| 6M | -18.6% | -2.8% | -15.8% | -18.4% |
| YTD | -34.1% | +8.6% | -42.7% | -35.1% |
| 1Y | -57.0% | +18.9% | -76.0% | -58.6% |
| 3Y | +185.7% | +32.1% | +153.5% | +156.3% |
| All | -12.4% | -5.1% | -7.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling