+185.7%
SOUN vs ALM
+2,327.9%
-2,142.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.3% | -3.7% |
| 7D | -4.1% | +8.4% | -12.5% | -5.2% |
| 30D | -18.1% | +34.8% | -52.9% | -21.8% |
| 3M | -12.3% | +16.2% | -28.5% | -15.0% |
| 6M | -18.6% | +2.1% | -20.7% | -21.1% |
| YTD | -34.1% | +117.0% | -151.1% | -41.6% |
| 1Y | -57.0% | +313.9% | -370.9% | -64.3% |
| 3Y | +185.7% | +2,327.9% | -2,142.3% | +101.8% |
| All | +185.7% | +2,327.9% | -2,142.3% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling