-46.0%
SOUN vs ALK
-24.6%
-21.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.5% | -5.8% |
| 7D | -1.0% | +8.9% | -9.9% | -6.5% |
| 30D | -24.9% | +5.9% | -30.8% | -28.1% |
| 3M | -49.5% | -16.5% | -33.0% | -44.2% |
| 6M | -54.4% | +2.1% | -56.5% | -57.2% |
| YTD | -59.4% | -17.1% | -42.3% | -57.1% |
| 1Y | -71.4% | -2.9% | -68.5% | -73.1% |
| 3Y | +134.1% | +24.5% | +109.6% | +50.0% |
| All | -46.0% | -24.6% | -21.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling