-100.0%
SONM vs SPY
+196.8%
-296.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -4.7% |
| 7D | -11.3% | -0.9% | -10.4% | -10.0% |
| 30D | -35.9% | -2.4% | -33.5% | -33.8% |
| 3M | -36.7% | -1.2% | -35.5% | -35.6% |
| 6M | -55.9% | +3.3% | -59.2% | -57.6% |
| YTD | -27.6% | +12.3% | -39.9% | -38.5% |
| 1Y | -79.4% | +12.4% | -91.8% | -82.6% |
| 3Y | -98.2% | +78.8% | -177.0% | -99.1% |
| 5Y | -99.3% | +75.2% | -174.5% | -99.7% |
| All | -100.0% | +196.8% | -296.8% | -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 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