+185.7%
SOUN vs ESI
+82.9%
+102.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -3.0% |
| 7D | -4.1% | +5.4% | -9.5% | -8.3% |
| 30D | -18.1% | -4.2% | -13.9% | -15.5% |
| 3M | -12.3% | -9.6% | -2.7% | -8.1% |
| 6M | -18.6% | +18.3% | -36.9% | -38.3% |
| YTD | -34.1% | +45.8% | -79.9% | -61.0% |
| 1Y | -57.0% | +39.2% | -96.2% | -73.3% |
| 3Y | +185.7% | +86.3% | +99.4% | +15.1% |
| All | +185.7% | +82.9% | +102.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling