-71.4%
SOUN vs ESTC
+1.6%
-73.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.2% |
| 7D | -2.7% | -15.9% | +13.2% | +4.7% |
| 30D | -26.5% | -5.5% | -21.0% | -25.0% |
| 3M | -33.6% | +26.2% | -59.8% | -42.1% |
| 6M | -54.4% | +77.0% | -131.4% | -66.7% |
| YTD | -56.7% | +18.9% | -75.5% | -65.6% |
| 1Y | -71.4% | +1.3% | -72.7% | -76.8% |
| All | -71.4% | +1.6% | -73.0% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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