-53.5%
SOUN vs ALLE
+74.7%
-128.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.7% |
| 7D | -15.1% | +3.6% | -18.6% | -17.1% |
| 30D | -23.0% | +25.9% | -48.8% | -34.8% |
| 3M | -53.3% | +15.8% | -69.1% | -58.2% |
| 6M | -58.6% | +48.1% | -106.6% | -69.5% |
| YTD | -65.0% | +22.0% | -87.0% | -70.4% |
| 1Y | -71.4% | +18.0% | -89.5% | -75.3% |
| 3Y | +75.4% | +93.1% | -17.7% | +8.7% |
| All | -53.5% | +74.7% | -128.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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