-13.6%
SOUN vs ESI
+86.8%
-100.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.4% |
| 7D | -4.4% | +3.9% | -8.3% | -7.4% |
| 30D | -13.1% | -3.8% | -9.4% | -10.9% |
| 3M | -7.7% | -13.1% | +5.4% | +0.2% |
| 6M | -21.2% | +11.3% | -32.5% | -34.4% |
| YTD | -35.0% | +44.1% | -79.1% | -58.2% |
| 1Y | -56.4% | +40.3% | -96.7% | -71.3% |
| 3Y | +181.7% | +84.1% | +97.7% | +47.4% |
| All | -13.6% | +86.8% | -100.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling