-12.4%
SOUN vs ALLY
+21.7%
-34.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | 0.0% |
| 7D | -4.1% | +1.0% | -5.1% | -4.9% |
| 30D | -18.1% | -3.3% | -14.8% | -16.0% |
| 3M | -12.3% | +0.5% | -12.7% | -12.9% |
| 6M | -18.6% | +12.6% | -31.2% | -26.5% |
| YTD | -34.1% | -4.7% | -29.4% | -32.5% |
| 1Y | -57.0% | +5.2% | -62.3% | -59.3% |
| 3Y | +185.7% | +66.5% | +119.2% | +97.5% |
| All | -12.4% | +21.7% | -34.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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