-52.0%
SOUN vs ESTC
+11.8%
-63.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.0% | -9.9% | -8.9% |
| 7D | -15.5% | +5.8% | -21.3% | -18.1% |
| 30D | -26.2% | -5.6% | -20.7% | -24.6% |
| 3M | -51.4% | +15.4% | -66.8% | -56.3% |
| 6M | -55.3% | +77.8% | -133.1% | -68.5% |
| YTD | -63.9% | +18.1% | -81.9% | -68.8% |
| 1Y | -72.8% | -3.7% | -69.1% | -74.1% |
| 3Y | +101.1% | +16.9% | +84.2% | +74.6% |
| All | -52.0% | +11.8% | -63.8% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling