-16.5%
SOUN vs VICR
+244.4%
-260.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -4.0% |
| 7D | -7.1% | +5.0% | -12.1% | -8.9% |
| 30D | -15.4% | -12.5% | -2.9% | -12.7% |
| 3M | -10.6% | -33.6% | +23.0% | -1.6% |
| 6M | -19.6% | +10.7% | -30.3% | -31.1% |
| YTD | -37.2% | +80.6% | -117.8% | -56.1% |
| 1Y | -57.1% | +288.4% | -345.4% | -78.3% |
| 3Y | +178.2% | +213.8% | -35.6% | +38.0% |
| All | -16.5% | +244.4% | -260.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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