-13.6%
SOUN vs VYM
+67.7%
-81.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.2% |
| 7D | -4.4% | -1.0% | -3.5% | -2.3% |
| 30D | -13.1% | -2.0% | -11.1% | -8.9% |
| 3M | -7.7% | +3.1% | -10.8% | -13.5% |
| 6M | -21.2% | +8.9% | -30.1% | -34.9% |
| YTD | -35.0% | +14.7% | -49.7% | -51.9% |
| 1Y | -56.4% | +19.4% | -75.8% | -70.3% |
| 3Y | +181.7% | +65.4% | +116.3% | +14.7% |
| All | -13.6% | +67.7% | -81.3% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling