-16.5%
SOUN vs VIVK
-100.0%
+83.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.2% |
| 7D | -7.1% | -4.4% | -2.7% | -7.0% |
| 30D | -15.4% | -40.8% | +25.4% | -14.5% |
| 3M | -10.6% | -94.1% | +83.6% | -5.5% |
| 6M | -19.6% | -98.2% | +78.6% | -13.6% |
| YTD | -37.2% | -98.0% | +60.8% | -33.9% |
| 1Y | -57.1% | -100.0% | +42.9% | -50.4% |
| 3Y | +178.2% | -100.0% | +278.2% | +228.7% |
| All | -16.5% | -100.0% | +83.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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