+179.1%
SOUN vs VFC
-28.9%
+208.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.1% |
| 7D | -6.8% | -4.0% | -2.9% | -5.2% |
| 30D | -15.2% | -14.6% | -0.6% | -9.5% |
| 3M | -7.0% | -23.1% | +16.1% | +2.8% |
| 6M | -20.5% | -25.2% | +4.7% | -11.1% |
| YTD | -37.0% | -29.5% | -7.6% | -28.1% |
| 1Y | -55.3% | -14.4% | -40.9% | -53.5% |
| All | +179.1% | -28.9% | +208.0% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling