-53.5%
SOUN vs VMC
+67.6%
-121.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | -15.1% | -1.3% | -13.8% | -14.1% |
| 30D | -23.0% | +15.5% | -38.4% | -32.8% |
| 3M | -53.3% | +0.6% | -53.9% | -53.9% |
| 6M | -58.6% | +2.1% | -60.6% | -60.8% |
| YTD | -65.0% | -1.6% | -63.4% | -66.4% |
| 1Y | -71.4% | -1.2% | -70.3% | -72.7% |
| 3Y | +75.4% | +35.3% | +40.1% | +28.4% |
| All | -53.5% | +67.6% | -121.0% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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