-46.0%
SOUN vs ESTC
+13.3%
-59.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.3% | -3.9% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -24.9% | -8.1% | -16.7% | -22.0% |
| 3M | -49.5% | +20.2% | -69.7% | -55.6% |
| 6M | -54.4% | +72.7% | -127.1% | -67.3% |
| YTD | -59.4% | +19.6% | -79.0% | -65.1% |
| 1Y | -71.4% | +0.3% | -71.6% | -73.2% |
| 3Y | +134.1% | +22.8% | +111.3% | +98.7% |
| All | -46.0% | +13.3% | -59.3% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling