+433.2%
VST vs SOUN
-52.9%
+486.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.5% | +14.1% | +10.8% |
| 7D | -9.8% | -2.6% | -7.2% | -9.7% |
| 30D | -25.1% | -27.0% | +1.9% | -23.8% |
| 3M | -11.6% | -41.9% | +30.4% | -8.9% |
| 6M | -20.9% | -56.1% | +35.2% | -17.3% |
| YTD | -22.3% | -58.8% | +36.5% | -18.9% |
| 1Y | -32.0% | -71.1% | +39.1% | -27.6% |
| 3Y | +262.4% | +130.9% | +131.5% | +261.6% |
| All | +433.2% | -52.9% | +486.0% | +438.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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