-47.9%
SOUN vs ESTC
+9.6%
-57.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -9.5% | -2.6% | -6.8% | -8.5% |
| 30D | -21.3% | -8.6% | -12.7% | -18.1% |
| 3M | -47.2% | +14.4% | -61.6% | -52.4% |
| 6M | -53.7% | +73.3% | -127.0% | -66.9% |
| YTD | -60.8% | +15.7% | -76.5% | -65.7% |
| 1Y | -70.9% | -7.6% | -63.3% | -71.6% |
| 3Y | +118.4% | +14.6% | +103.9% | +91.7% |
| All | -47.9% | +9.6% | -57.4% | -53.3% |
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