-16.3%
SOUN vs VTR
+81.9%
-98.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -6.8% | -1.8% | -5.0% | -6.7% |
| 30D | -15.2% | +4.0% | -19.3% | -15.5% |
| 3M | -7.0% | +7.8% | -14.8% | -7.8% |
| 6M | -20.5% | +6.4% | -26.9% | -21.1% |
| YTD | -37.0% | +18.3% | -55.3% | -38.4% |
| 1Y | -55.3% | +33.9% | -89.2% | -57.3% |
| 3Y | +173.0% | +134.3% | +38.7% | +132.8% |
| All | -16.3% | +81.9% | -98.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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