-12.4%
SOUN vs VALE
+38.5%
-50.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.1% |
| 7D | -4.1% | +2.9% | -7.0% | -4.9% |
| 30D | -18.1% | +8.8% | -26.9% | -20.2% |
| 3M | -12.3% | +6.8% | -19.0% | -14.1% |
| 6M | -18.6% | +6.9% | -25.5% | -20.1% |
| YTD | -34.1% | +22.8% | -56.9% | -37.5% |
| 1Y | -57.0% | +61.3% | -118.3% | -61.7% |
| 3Y | +185.7% | +53.3% | +132.3% | +151.2% |
| All | -12.4% | +38.5% | -50.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling