-99.7%
SONM vs SPY
+81.0%
-180.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.2% |
| 30D | -11.1% | -1.4% | -9.7% | -9.8% |
| 3M | -34.8% | +3.7% | -38.5% | -37.5% |
| 6M | -28.4% | +13.0% | -41.4% | -38.1% |
| YTD | -0.6% | +12.4% | -13.0% | -13.9% |
| 1Y | -70.5% | +18.5% | -89.1% | -75.9% |
| 3Y | -96.9% | +77.6% | -174.6% | -98.4% |
| 5Y | -99.7% | +81.7% | -181.4% | -99.8% |
| All | -99.7% | +81.0% | -180.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling