-16.3%
SOUN vs VFC
-72.5%
+56.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.4% |
| 7D | -6.8% | -3.3% | -3.5% | -5.5% |
| 30D | -15.2% | -14.0% | -1.2% | -9.5% |
| 3M | -7.0% | -22.6% | +15.6% | +2.8% |
| 6M | -20.5% | -24.7% | +4.2% | -11.1% |
| YTD | -37.0% | -29.0% | -8.0% | -28.1% |
| 1Y | -55.3% | -13.8% | -41.5% | -53.6% |
| 3Y | +173.0% | -28.2% | +201.3% | +173.7% |
| All | -16.3% | -72.5% | +56.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling