-12.4%
SOUN vs VMC
+55.0%
-67.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.0% |
| 7D | -4.1% | -0.5% | -3.6% | -3.7% |
| 30D | -18.1% | -9.1% | -9.0% | -10.7% |
| 3M | -12.3% | -4.1% | -8.1% | -11.2% |
| 6M | -18.6% | -5.5% | -13.1% | -17.8% |
| YTD | -34.1% | -8.9% | -25.2% | -31.6% |
| 1Y | -57.0% | -12.9% | -44.1% | -53.3% |
| 3Y | +185.7% | +22.1% | +163.5% | +130.9% |
| All | -12.4% | +55.0% | -67.4% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling