-13.6%
SOUN vs ESTC
+8.7%
-22.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | -4.4% | -3.3% | -1.1% | -3.0% |
| 30D | -13.1% | +13.4% | -26.6% | -20.6% |
| 3M | -7.7% | +41.3% | -49.0% | -25.5% |
| 6M | -21.2% | +62.6% | -83.8% | -41.0% |
| YTD | -35.0% | +14.8% | -49.8% | -42.4% |
| 1Y | -56.4% | -5.1% | -51.3% | -58.2% |
| 3Y | +181.7% | +11.2% | +170.6% | +151.3% |
| All | -13.6% | +8.7% | -22.3% | -21.6% |
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