-12.4%
SOUN vs VIG
+65.5%
-77.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -0.7% |
| 7D | -4.1% | -0.4% | -3.7% | -3.2% |
| 30D | -18.1% | -2.1% | -16.0% | -14.0% |
| 3M | -12.3% | +3.3% | -15.6% | -18.3% |
| 6M | -18.6% | +9.3% | -27.9% | -32.9% |
| YTD | -34.1% | +10.1% | -44.2% | -46.1% |
| 1Y | -57.0% | +14.7% | -71.7% | -67.6% |
| 3Y | +185.7% | +56.9% | +128.7% | +37.2% |
| All | -12.4% | +65.5% | -77.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling