-12.4%
SOUN vs EFX
-12.2%
-0.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -0.2% |
| 7D | -4.1% | -7.8% | +3.7% | +1.6% |
| 30D | -18.1% | -5.7% | -12.4% | -14.9% |
| 3M | -12.3% | +2.5% | -14.8% | -17.2% |
| 6M | -18.6% | -16.7% | -1.9% | -9.2% |
| YTD | -34.1% | -20.2% | -13.9% | -24.8% |
| 1Y | -57.0% | -31.4% | -25.6% | -44.9% |
| 3Y | +185.7% | -10.5% | +196.2% | +210.7% |
| All | -12.4% | -12.2% | -0.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling