-71.4%
SOUN vs VALE
+3.0%
-74.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -26.5% | -19.2% | -7.3% | -19.0% |
| 3M | -33.6% | -20.7% | -12.9% | -26.8% |
| 6M | -54.4% | -25.8% | -28.6% | -48.1% |
| YTD | -56.7% | -9.8% | -46.9% | -58.0% |
| 1Y | -71.4% | +3.7% | -75.1% | -77.5% |
| All | -71.4% | +3.0% | -74.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling