-12.4%
SOUN vs EFV
+110.6%
-123.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.5% |
| 7D | -4.1% | +1.0% | -5.1% | -5.6% |
| 30D | -18.1% | +0.2% | -18.2% | -18.2% |
| 3M | -12.3% | +9.6% | -21.9% | -23.3% |
| 6M | -18.6% | +14.0% | -32.6% | -32.8% |
| YTD | -34.1% | +18.5% | -52.6% | -48.6% |
| 1Y | -57.0% | +27.9% | -84.9% | -70.2% |
| 3Y | +185.7% | +92.4% | +93.2% | +26.9% |
| All | -12.4% | +110.6% | -123.0% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling