-16.5%
SOUN vs VIG
+65.0%
-81.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -2.0% |
| 7D | -7.1% | -1.1% | -6.1% | -4.8% |
| 30D | -15.4% | -2.7% | -12.7% | -9.7% |
| 3M | -10.6% | +2.5% | -13.1% | -15.3% |
| 6M | -19.6% | +9.2% | -28.9% | -33.7% |
| YTD | -37.2% | +9.8% | -47.0% | -48.3% |
| 1Y | -57.1% | +12.4% | -69.5% | -66.1% |
| 3Y | +178.2% | +55.9% | +122.3% | +35.1% |
| All | -16.5% | +65.0% | -81.5% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling