-13.6%
SOUN vs VMC
+50.0%
-63.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +1.6% |
| 7D | -4.4% | -5.3% | +0.9% | +0.4% |
| 30D | -13.1% | -12.3% | -0.9% | -2.3% |
| 3M | -7.7% | -10.3% | +2.6% | -0.3% |
| 6M | -21.2% | -8.6% | -12.6% | -18.0% |
| YTD | -35.0% | -11.9% | -23.1% | -30.5% |
| 1Y | -56.4% | -13.9% | -42.5% | -52.3% |
| 3Y | +181.7% | +18.2% | +163.6% | +134.6% |
| All | -13.6% | +50.0% | -63.6% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling