-16.3%
SOUN vs VALE
+36.0%
-52.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -15.2% | +9.7% | -25.0% | -17.6% |
| 3M | -7.0% | +5.3% | -12.2% | -8.5% |
| 6M | -20.5% | +0.5% | -21.1% | -20.7% |
| YTD | -37.0% | +20.6% | -57.6% | -40.0% |
| 1Y | -55.3% | +57.6% | -112.9% | -59.9% |
| 3Y | +173.0% | +50.6% | +122.5% | +141.4% |
| All | -16.3% | +36.0% | -52.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling