-10.1%
SOUN vs VFC
-70.9%
+60.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.0% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | +4.8% | -11.6% | +16.5% | +10.5% |
| 3M | -15.9% | -18.1% | +2.2% | -9.3% |
| 6M | -17.4% | -27.4% | +10.0% | -6.4% |
| YTD | -32.4% | -24.8% | -7.6% | -24.7% |
| 1Y | -49.3% | -8.2% | -41.1% | -48.7% |
| 3Y | +167.5% | -29.1% | +196.6% | +170.4% |
| All | -10.1% | -70.9% | +60.7% | +98.7% |
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 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