-16.5%
SOUN vs ETR
+102.8%
-119.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -7.1% | -1.8% | -5.3% | -7.0% |
| 30D | -15.4% | -1.8% | -13.7% | -15.3% |
| 3M | -10.6% | -3.6% | -7.0% | -10.3% |
| 6M | -19.6% | +2.6% | -22.3% | -20.5% |
| YTD | -37.2% | +16.0% | -53.2% | -39.3% |
| 1Y | -57.1% | +20.1% | -77.2% | -58.5% |
| 3Y | +178.2% | +143.6% | +34.6% | +190.8% |
| All | -16.5% | +102.8% | -119.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling