+75.4%
SOUN vs VSH
+31.2%
+44.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.2% | -1.0% |
| 7D | -15.1% | +14.3% | -29.4% | -21.1% |
| 30D | -23.0% | -7.9% | -15.1% | -21.9% |
| 3M | -53.3% | -19.9% | -33.5% | -50.2% |
| 6M | -58.6% | -30.5% | -28.0% | -56.5% |
| YTD | -65.0% | +85.7% | -150.7% | -82.6% |
| 1Y | -71.4% | +98.9% | -170.4% | -86.6% |
| 3Y | +75.4% | +32.1% | +43.3% | -2.4% |
| All | +75.4% | +31.2% | +44.1% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling