-16.3%
SOUN vs EFV
+108.1%
-124.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.6% |
| 7D | -6.8% | -2.0% | -4.8% | -3.8% |
| 30D | -15.2% | -0.2% | -15.1% | -15.0% |
| 3M | -7.0% | +9.1% | -16.1% | -18.1% |
| 6M | -20.5% | +11.7% | -32.2% | -32.3% |
| YTD | -37.0% | +17.0% | -54.1% | -50.0% |
| 1Y | -55.3% | +26.7% | -82.0% | -68.5% |
| 3Y | +173.0% | +90.2% | +82.9% | +23.6% |
| All | -16.3% | +108.1% | -124.4% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling