-10.1%
SOUN vs ESTC
+15.2%
-25.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +2.3% |
| 7D | -5.2% | -8.1% | +2.9% | -1.3% |
| 30D | +4.8% | +31.7% | -26.9% | -11.3% |
| 3M | -15.9% | +41.1% | -56.9% | -31.8% |
| 6M | -17.4% | +77.1% | -94.5% | -40.9% |
| YTD | -32.4% | +21.7% | -54.1% | -41.9% |
| 1Y | -49.3% | +8.4% | -57.7% | -54.7% |
| 3Y | +167.5% | +23.6% | +143.8% | +126.1% |
| All | -10.1% | +15.2% | -25.4% | -20.9% |
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