-56.4%
SOUN vs ESTC
-6.1%
-50.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -3.4% |
| 30D | -13.1% | +13.4% | -26.6% | -19.0% |
| 3M | -7.7% | +41.3% | -49.0% | -22.1% |
| 6M | -21.2% | +62.6% | -83.8% | -38.1% |
| YTD | -35.0% | +14.8% | -49.8% | -47.1% |
| 1Y | -56.4% | -5.1% | -51.3% | -62.0% |
| All | -56.4% | -6.1% | -50.3% | -62.0% |
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