-46.0%
SOUN vs ES
-6.6%
-39.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -24.9% | +5.7% | -30.6% | -25.3% |
| 3M | -49.5% | -2.8% | -46.7% | -49.3% |
| 6M | -54.4% | +7.0% | -61.4% | -55.0% |
| YTD | -59.4% | +6.8% | -66.2% | -59.9% |
| 1Y | -71.4% | -0.5% | -70.9% | -71.5% |
| 3Y | +134.1% | +47.2% | +86.9% | +123.4% |
| All | -46.0% | -6.6% | -39.4% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling