-98.1%
SONM vs SPY
+77.0%
-175.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.3% |
| 7D | -6.7% | -0.6% | -6.2% | -5.8% |
| 30D | -35.4% | -3.7% | -31.7% | -32.5% |
| 3M | -33.2% | -2.7% | -30.5% | -31.0% |
| 6M | -53.8% | +2.2% | -56.0% | -54.7% |
| YTD | -25.4% | +10.8% | -36.2% | -33.4% |
| 1Y | -79.0% | +11.2% | -90.2% | -81.4% |
| All | -98.1% | +77.0% | -175.1% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling