-49.3%
SOUN vs ESI
+44.5%
-93.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.5% |
| 7D | -5.2% | +3.3% | -8.5% | -6.8% |
| 30D | +4.8% | -5.9% | +10.7% | +7.9% |
| 3M | -15.9% | -14.1% | -1.8% | -10.8% |
| 6M | -17.4% | +6.6% | -24.0% | -28.2% |
| YTD | -32.4% | +45.0% | -77.4% | -56.7% |
| 1Y | -49.3% | +41.5% | -90.7% | -66.5% |
| All | -49.3% | +44.5% | -93.8% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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