-53.5%
SOUN vs ESI
+72.7%
-126.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.5% |
| 7D | -15.1% | +5.5% | -20.6% | -18.5% |
| 30D | -23.0% | -7.8% | -15.2% | -19.3% |
| 3M | -53.3% | -15.0% | -38.3% | -48.6% |
| 6M | -58.6% | -24.9% | -33.7% | -51.2% |
| YTD | -65.0% | +33.2% | -98.2% | -76.7% |
| 1Y | -71.4% | +24.9% | -96.4% | -79.9% |
| 3Y | +75.4% | +77.8% | -2.4% | -8.2% |
| All | -53.5% | +72.7% | -126.2% | -67.3% |
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