-16.3%
SOUN vs VIVK
-100.0%
+83.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.1% |
| 7D | -6.8% | -9.5% | +2.6% | -6.6% |
| 30D | -15.2% | -35.1% | +19.9% | -14.5% |
| 3M | -7.0% | -93.4% | +86.4% | -2.0% |
| 6M | -20.5% | -98.0% | +77.5% | -14.8% |
| YTD | -37.0% | -97.9% | +60.8% | -33.8% |
| 1Y | -55.3% | -100.0% | +44.7% | -48.4% |
| 3Y | +173.0% | -100.0% | +273.0% | +222.0% |
| All | -16.3% | -100.0% | +83.7% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling