-57.1%
SOUN vs ESI
+34.2%
-91.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -7.1% | -4.6% | -2.5% | -4.8% |
| 30D | -15.4% | -10.5% | -4.9% | -10.7% |
| 3M | -10.6% | -19.8% | +9.2% | -1.7% |
| 6M | -19.6% | +5.8% | -25.4% | -30.4% |
| YTD | -37.2% | +38.3% | -75.5% | -58.3% |
| 1Y | -57.1% | +31.5% | -88.6% | -69.8% |
| All | -57.1% | +34.2% | -91.2% | -69.8% |
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