-48.4%
SOUN vs VT
+79.2%
-127.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -3.4% |
| 7D | -6.1% | -0.1% | -5.9% | -6.5% |
| 30D | -28.2% | -3.1% | -25.1% | -23.2% |
| 3M | -48.1% | -3.5% | -44.6% | -43.9% |
| 6M | -56.4% | +0.5% | -56.9% | -56.5% |
| YTD | -61.2% | +10.8% | -72.0% | -68.5% |
| 1Y | -73.1% | +11.9% | -85.0% | -78.7% |
| 3Y | +116.2% | +73.0% | +43.2% | -11.9% |
| All | -48.4% | +79.2% | -127.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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