-16.3%
SOUN vs EFX
-14.1%
-2.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.8% | -11.1% | +4.3% | +1.4% |
| 30D | -15.2% | -7.4% | -7.9% | -10.9% |
| 3M | -7.0% | +1.5% | -8.4% | -11.6% |
| 6M | -20.5% | -13.7% | -6.8% | -14.0% |
| YTD | -37.0% | -21.9% | -15.2% | -27.0% |
| 1Y | -55.3% | -30.8% | -24.5% | -43.4% |
| 3Y | +173.0% | -12.4% | +185.4% | +201.6% |
| All | -16.3% | -14.1% | -2.2% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling