-53.5%
SOUN vs VFC
-54.9%
+1.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -4.4% |
| 7D | -15.1% | +1.6% | -16.7% | -15.7% |
| 30D | -23.0% | +25.5% | -48.4% | -30.2% |
| 3M | -53.3% | +41.3% | -94.6% | -60.1% |
| 6M | -58.6% | +22.2% | -80.8% | -62.8% |
| YTD | -65.0% | +16.4% | -81.4% | -67.9% |
| 1Y | -71.4% | +38.4% | -109.9% | -75.9% |
| 3Y | +75.4% | +56.2% | +19.2% | +27.4% |
| All | -53.5% | -54.9% | +1.4% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling