-16.5%
SOUN vs EFV
+110.3%
-126.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -2.0% |
| 7D | -7.1% | -0.8% | -6.3% | -5.9% |
| 30D | -15.4% | +0.6% | -16.0% | -16.2% |
| 3M | -10.6% | +7.5% | -18.1% | -19.6% |
| 6M | -19.6% | +13.0% | -32.7% | -32.8% |
| YTD | -37.2% | +18.3% | -55.5% | -51.0% |
| 1Y | -57.1% | +26.7% | -83.8% | -69.8% |
| 3Y | +178.2% | +89.6% | +88.6% | +24.7% |
| All | -16.5% | +110.3% | -126.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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