-47.9%
SOUN vs ALB
-47.7%
-0.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -9.5% | +1.1% | -10.5% | -10.0% |
| 30D | -21.3% | -2.6% | -18.7% | -20.4% |
| 3M | -47.2% | -25.6% | -21.7% | -40.1% |
| 6M | -53.7% | -54.0% | +0.3% | -35.2% |
| YTD | -60.8% | -31.6% | -29.2% | -56.4% |
| 1Y | -70.9% | -6.6% | -64.4% | -72.8% |
| 3Y | +118.4% | -14.0% | +132.4% | +89.1% |
| All | -47.9% | -47.7% | -0.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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