+46.9%
SOUN vs VIK
+225.3%
-178.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +1.2% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | -13.1% | -18.0% | +4.9% | -0.2% |
| 3M | -7.7% | -5.8% | -1.9% | -5.6% |
| 6M | -21.2% | +17.2% | -38.3% | -34.1% |
| YTD | -35.0% | +19.1% | -54.1% | -47.1% |
| 1Y | -56.4% | +33.6% | -90.0% | -68.3% |
| All | +46.9% | +225.3% | -178.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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