-53.5%
SOUN vs VO
+57.1%
-110.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -15.1% | +3.1% | -18.2% | -20.6% |
| 30D | -23.0% | +2.2% | -25.2% | -26.8% |
| 3M | -53.3% | -2.5% | -50.8% | -50.9% |
| 6M | -58.6% | +7.0% | -65.5% | -64.1% |
| YTD | -65.0% | +14.0% | -79.0% | -73.0% |
| 1Y | -71.4% | +15.6% | -87.1% | -78.6% |
| 3Y | +75.4% | +66.2% | +9.2% | -20.2% |
| All | -53.5% | +57.1% | -110.5% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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