+626.7%
SON vs SPY
+3,027.0%
-2,400.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -2.2% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +4.8% | -3.3% | +8.2% | +7.3% |
| 3M | -12.6% | -2.4% | -10.2% | -11.2% |
| 6M | -1.6% | +2.6% | -4.2% | -3.9% |
| YTD | +18.5% | +11.2% | +7.3% | +8.7% |
| 1Y | +28.8% | +13.4% | +15.4% | +16.3% |
| 3Y | +4.9% | +79.9% | -75.0% | -34.0% |
| 5Y | -0.7% | +72.2% | -72.9% | -36.0% |
| 10Y | +37.0% | +307.3% | -270.3% | -53.7% |
| All | +626.7% | +3,027.0% | -2,400.3% | -30.1% |
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