-16.5%
SOUN vs ALM
+938.4%
-954.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.7% |
| 7D | -7.1% | -11.8% | +4.7% | -5.4% |
| 30D | -15.4% | +7.8% | -23.2% | -16.9% |
| 3M | -10.6% | -9.3% | -1.3% | -10.3% |
| 6M | -19.6% | -30.5% | +10.8% | -17.6% |
| YTD | -37.2% | +75.8% | -113.0% | -44.4% |
| 1Y | -57.1% | +241.2% | -298.3% | -65.6% |
| 3Y | +178.2% | +1,872.6% | -1,694.4% | +50.8% |
| All | -16.5% | +938.4% | -954.9% | -53.3% |
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