-53.5%
SOUN vs ALM
+451.0%
-504.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.7% | -10.8% | -4.3% |
| 7D | -15.1% | +1.2% | -16.3% | -15.3% |
| 30D | -23.0% | -19.3% | -3.6% | -20.5% |
| 3M | -53.3% | -40.6% | -12.7% | -49.7% |
| 6M | -58.6% | -57.9% | -0.6% | -53.4% |
| YTD | -65.0% | -6.7% | -58.3% | -65.8% |
| 1Y | -71.4% | +20.2% | -91.6% | -73.3% |
| 3Y | +75.4% | +879.4% | -804.1% | +9.3% |
| All | -53.5% | +451.0% | -504.5% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling