-16.5%
SOUN vs VYM
+67.9%
-84.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.8% |
| 7D | -7.1% | -0.8% | -6.3% | -5.4% |
| 30D | -15.4% | -2.2% | -13.2% | -10.9% |
| 3M | -10.6% | +3.1% | -13.6% | -16.3% |
| 6M | -19.6% | +9.7% | -29.4% | -34.7% |
| YTD | -37.2% | +14.9% | -52.1% | -53.7% |
| 1Y | -57.1% | +17.6% | -74.6% | -69.7% |
| 3Y | +178.2% | +65.3% | +112.9% | +13.2% |
| All | -16.5% | +67.9% | -84.5% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling