-53.5%
SOUN vs ALB
-49.0%
-4.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | -15.1% | -5.8% | -9.3% | -12.7% |
| 30D | -23.0% | -4.5% | -18.4% | -21.3% |
| 3M | -53.3% | -28.1% | -25.3% | -46.2% |
| 6M | -58.6% | -53.2% | -5.4% | -42.4% |
| YTD | -65.0% | -33.3% | -31.7% | -60.6% |
| 1Y | -71.4% | -17.4% | -54.0% | -71.5% |
| 3Y | +75.4% | -14.1% | +89.5% | +52.3% |
| All | -53.5% | -49.0% | -4.5% | -68.5% |
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