+178.2%
SOUN vs VWO
+62.9%
+115.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.8% |
| 7D | -7.1% | -1.8% | -5.3% | -3.4% |
| 30D | -15.4% | -0.1% | -15.3% | -15.2% |
| 3M | -10.6% | +2.2% | -12.8% | -14.1% |
| 6M | -19.6% | +8.8% | -28.4% | -32.6% |
| YTD | -37.2% | +12.4% | -49.6% | -51.4% |
| 1Y | -57.1% | +15.6% | -72.6% | -68.4% |
| 3Y | +178.2% | +62.5% | +115.7% | -11.4% |
| All | +178.2% | +62.9% | +115.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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