-13.6%
SOUN vs VFC
-72.0%
+58.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.4% |
| 7D | -4.4% | -2.3% | -2.1% | -3.4% |
| 30D | -13.1% | -13.4% | +0.2% | -7.6% |
| 3M | -7.7% | -23.7% | +16.0% | +2.7% |
| 6M | -21.2% | -24.5% | +3.3% | -12.0% |
| YTD | -35.0% | -27.8% | -7.2% | -26.3% |
| 1Y | -56.4% | -13.5% | -42.9% | -54.8% |
| 3Y | +181.7% | -27.1% | +208.8% | +180.4% |
| All | -13.6% | -72.0% | +58.4% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling