-16.5%
SOUN vs EFX
-13.6%
-3.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | -7.1% | -4.5% | -2.6% | -3.9% |
| 30D | -15.4% | -6.1% | -9.3% | -12.0% |
| 3M | -10.6% | +6.2% | -16.8% | -17.9% |
| 6M | -19.6% | -11.2% | -8.4% | -15.1% |
| YTD | -37.2% | -21.4% | -15.8% | -27.6% |
| 1Y | -57.1% | -34.3% | -22.7% | -42.8% |
| 3Y | +178.2% | -12.5% | +190.7% | +207.4% |
| All | -16.5% | -13.6% | -3.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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