-100.0%
SONM vs SPY
+197.8%
-297.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.4% |
| 7D | -2.5% | -0.8% | -1.7% | -1.5% |
| 30D | -8.9% | -1.1% | -7.9% | -7.8% |
| 3M | -32.8% | +3.9% | -36.6% | -36.1% |
| 6M | -18.6% | +13.6% | -32.2% | -31.7% |
| YTD | +0.3% | +12.7% | -12.4% | -15.4% |
| 1Y | -71.6% | +17.5% | -89.1% | -77.3% |
| 3Y | -96.9% | +76.9% | -173.8% | -98.5% |
| 5Y | -99.7% | +83.6% | -183.3% | -99.9% |
| All | -100.0% | +197.8% | -297.8% | -100.0% |
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