-100.0%
SONM vs VOO
+196.0%
-296.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.3% |
| 7D | +1.9% | +2.6% | -0.7% | -1.5% |
| 30D | -31.1% | -2.0% | -29.1% | -29.2% |
| 3M | -36.0% | -2.8% | -33.2% | -33.5% |
| 6M | -57.2% | +2.2% | -59.4% | -58.3% |
| YTD | -31.1% | +11.5% | -42.6% | -40.9% |
| 1Y | -78.9% | +13.5% | -92.4% | -82.4% |
| 3Y | -98.2% | +78.1% | -176.3% | -99.2% |
| 5Y | -99.4% | +73.1% | -172.6% | -99.7% |
| All | -100.0% | +196.0% | -296.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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