-16.3%
SOUN vs VSH
+83.2%
-99.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.6% |
| 7D | -6.8% | +3.1% | -9.9% | -8.3% |
| 30D | -15.2% | -5.7% | -9.5% | -13.2% |
| 3M | -7.0% | -42.5% | +35.5% | +19.0% |
| 6M | -20.5% | +82.7% | -103.2% | -51.9% |
| YTD | -37.0% | +118.2% | -155.2% | -66.5% |
| 1Y | -55.3% | +109.7% | -165.0% | -75.6% |
| 3Y | +173.0% | +35.3% | +137.8% | +76.2% |
| All | -16.3% | +83.2% | -99.4% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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