-53.5%
SOUN vs ALC
+2.6%
-56.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.2% | -4.4% |
| 7D | -15.1% | -1.1% | -14.0% | -14.7% |
| 30D | -23.0% | +16.0% | -39.0% | -27.9% |
| 3M | -53.3% | +0.8% | -54.2% | -53.6% |
| 6M | -58.6% | +16.8% | -75.4% | -61.8% |
| YTD | -65.0% | -5.5% | -59.5% | -64.4% |
| 1Y | -71.4% | -5.3% | -66.2% | -71.0% |
| 3Y | +75.4% | +4.1% | +71.3% | +78.9% |
| All | -53.5% | +2.6% | -56.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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