+37.3%
SON vs SPY
+314.4%
-277.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -7.8% | +0.5% | -8.4% | -8.2% |
| 30D | -13.2% | -0.9% | -12.3% | -12.6% |
| 3M | +5.7% | +3.9% | +1.8% | +2.4% |
| 6M | -4.6% | +14.5% | -19.2% | -14.9% |
| YTD | +17.7% | +12.9% | +4.7% | +6.2% |
| 1Y | +12.7% | +19.4% | -6.7% | -3.1% |
| 3Y | +3.0% | +78.5% | -75.5% | -37.8% |
| 5Y | -6.2% | +81.8% | -88.0% | -44.9% |
| All | +37.3% | +314.4% | -277.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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