+651.4%
SON vs SPY
+3,091.8%
-2,440.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -10.3% | +0.1% | -10.4% | -10.4% |
| 3M | +9.6% | +2.0% | +7.6% | +7.8% |
| 6M | -3.6% | +13.0% | -16.6% | -12.4% |
| YTD | +22.6% | +13.5% | +9.0% | +10.9% |
| 1Y | +19.1% | +20.0% | -0.9% | +3.2% |
| 3Y | +2.3% | +77.2% | -74.9% | -34.8% |
| 5Y | -4.8% | +81.9% | -86.7% | -41.1% |
| 10Y | +38.9% | +314.1% | -275.2% | -53.6% |
| All | +651.4% | +3,091.8% | -2,440.4% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling