-10.1%
SOUN vs ALLE
+42.5%
-52.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | +4.8% | -6.8% | +11.6% | +10.3% |
| 3M | -15.9% | +21.0% | -36.9% | -27.9% |
| 6M | -17.4% | +1.1% | -18.5% | -19.1% |
| YTD | -32.4% | -0.5% | -31.9% | -33.6% |
| 1Y | -49.3% | -7.3% | -42.0% | -47.2% |
| 3Y | +167.5% | +42.3% | +125.2% | +102.3% |
| All | -10.1% | +42.5% | -52.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling