+188.0%
SOUN vs ETR
+148.1%
+39.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | -13.1% | +2.0% | -15.2% | -14.0% |
| 3M | -7.7% | -1.7% | -6.0% | -7.4% |
| 6M | -21.2% | +3.6% | -24.7% | -24.4% |
| YTD | -35.0% | +18.0% | -53.1% | -42.7% |
| 1Y | -56.4% | +26.2% | -82.6% | -62.9% |
| All | +188.0% | +148.1% | +39.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling