+31.7%
BABA vs SOUN
-24.7%
+56.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -0.2% | -4.1% | +3.9% | 0.0% |
| 30D | -12.3% | -18.1% | +5.8% | -11.7% |
| 3M | -5.3% | -12.3% | +7.0% | -5.0% |
| 6M | -13.1% | -18.6% | +5.5% | -12.8% |
| YTD | -22.4% | -34.1% | +11.7% | -21.7% |
| 1Y | -19.5% | -57.0% | +37.6% | -17.8% |
| 3Y | +32.9% | +185.7% | -152.7% | +27.8% |
| All | +31.7% | -24.7% | +56.3% | +25.9% |
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