-16.5%
SOUN vs ALB
-35.9%
+19.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.2% |
| 7D | -7.1% | -6.6% | -0.5% | -4.3% |
| 30D | -15.4% | -8.1% | -7.3% | -12.5% |
| 3M | -10.6% | -25.7% | +15.1% | +1.6% |
| 6M | -19.6% | -29.5% | +9.8% | -9.8% |
| YTD | -37.2% | -16.2% | -21.0% | -36.2% |
| 1Y | -57.1% | +59.2% | -116.3% | -69.5% |
| 3Y | +178.2% | -33.7% | +212.0% | +167.3% |
| All | -16.5% | -35.9% | +19.4% | -49.0% |
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