+10.3%
BABA vs SOUN
-60.0%
+70.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -13.8% | -15.1% | +1.3% | -13.2% |
| 30D | -15.1% | -23.0% | +7.9% | -14.3% |
| 3M | -22.7% | -53.3% | +30.6% | -20.6% |
| 6M | -34.7% | -58.6% | +23.9% | -32.7% |
| YTD | -35.0% | -65.0% | +30.0% | -33.0% |
| 1Y | -40.4% | -71.4% | +31.0% | -38.2% |
| 3Y | +21.9% | +75.4% | -53.5% | +19.8% |
| All | +10.3% | -60.0% | +70.3% | +7.9% |
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