-47.9%
SOUN vs ALM
+447.0%
-494.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -9.5% | -7.2% | -2.3% | -8.5% |
| 30D | -21.3% | -26.4% | +5.0% | -17.5% |
| 3M | -47.2% | -38.6% | -8.6% | -43.5% |
| 6M | -53.7% | -61.0% | +7.3% | -47.5% |
| YTD | -60.8% | -7.4% | -53.4% | -61.6% |
| 1Y | -70.9% | +14.0% | -84.9% | -72.5% |
| 3Y | +118.4% | +844.4% | -726.0% | +37.1% |
| All | -47.9% | +447.0% | -494.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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