-10.1%
SOUN vs ESI
+88.0%
-98.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -2.3% |
| 7D | -5.2% | +3.3% | -8.5% | -7.7% |
| 30D | +4.8% | -5.9% | +10.7% | +9.3% |
| 3M | -15.9% | -14.1% | -1.8% | -7.8% |
| 6M | -17.4% | +6.6% | -24.0% | -28.7% |
| YTD | -32.4% | +45.0% | -77.4% | -56.7% |
| 1Y | -49.3% | +41.5% | -90.7% | -66.8% |
| 3Y | +167.5% | +78.8% | +88.7% | +42.7% |
| All | -10.1% | +88.0% | -98.2% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling