+185.7%
SOUN vs ESTC
+11.7%
+173.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.5% |
| 7D | -4.1% | -4.3% | +0.2% | -2.1% |
| 30D | -18.1% | +17.7% | -35.8% | -27.3% |
| 3M | -12.3% | +42.3% | -54.6% | -30.6% |
| 6M | -18.6% | +64.6% | -83.2% | -41.0% |
| YTD | -34.1% | +17.2% | -51.3% | -43.0% |
| 1Y | -57.0% | -4.2% | -52.8% | -59.2% |
| 3Y | +185.7% | +13.5% | +172.1% | +182.6% |
| All | +185.7% | +11.7% | +173.9% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling