+130.9%
SOUN vs VCIT
+19.7%
+111.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.8% |
| 30D | -27.0% | +1.9% | -28.9% | -31.5% |
| 3M | -41.9% | -1.4% | -40.5% | -38.8% |
| 6M | -56.1% | -2.1% | -54.0% | -52.6% |
| YTD | -58.8% | -1.6% | -57.1% | -55.8% |
| 1Y | -71.1% | -0.9% | -70.2% | -69.7% |
| 3Y | +130.9% | +20.0% | +110.9% | +31.2% |
| All | +130.9% | +19.7% | +111.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling