+23.2%
BABA vs SOUN
-53.6%
+76.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.3% | -3.7% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | -5.4% | -24.9% | +19.5% | -4.4% |
| 3M | -17.9% | -49.5% | +31.6% | -16.0% |
| 6M | -24.1% | -54.4% | +30.3% | -22.1% |
| YTD | -27.4% | -59.4% | +31.9% | -25.6% |
| 1Y | -36.1% | -71.4% | +35.3% | -33.8% |
| 3Y | +35.4% | +134.1% | -98.7% | +32.0% |
| All | +23.2% | -53.6% | +76.7% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling