-53.5%
SOUN vs ESTC
+10.6%
-64.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.5% |
| 7D | -15.1% | +2.4% | -17.5% | -16.3% |
| 30D | -23.0% | -4.2% | -18.7% | -21.9% |
| 3M | -53.3% | +2.5% | -55.8% | -55.2% |
| 6M | -58.6% | +81.5% | -140.0% | -71.0% |
| YTD | -65.0% | +16.8% | -81.8% | -69.6% |
| 1Y | -71.4% | -3.5% | -68.0% | -72.8% |
| 3Y | +75.4% | +17.7% | +57.7% | +52.0% |
| All | -53.5% | +10.6% | -64.1% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling