Milk and milk products are not difficult to digest for most children. In fact, milk is an important source of calcium, vitamin D, protein, and fat. Some children (and more frequently, adults), can have an intolerance to lactose, which is the main carbohydrate (sugar) that is in milk. This is quite different from a protein allergy, though. With lactose intolerance, one may have bloating, excessive gas, loose stools, and mild abdominal pain.
Since it seems as though your child is handling the milk without any difficulty, it would be reasonable to just keep her on whole milk as you stop the formula. Soy milk is much more expensive than whole milk, and unless you read the labels, and make sure that you are getting fortified or enriched soy milk (enriched with vitamins and calcium), your child may not get all of the nutrients her body needs from the soy milk.