-69.6%
SONM vs VT
+23.3%
-92.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.4% | +0.4% | -6.8% | -6.7% |
| 30D | -18.8% | +1.0% | -19.8% | -19.4% |
| 3M | -27.8% | +2.4% | -30.2% | -29.1% |
| 6M | -35.7% | +12.0% | -47.7% | -36.9% |
| YTD | +2.9% | +15.3% | -12.5% | -7.3% |
| 1Y | -69.6% | +22.6% | -92.2% | -79.9% |
| All | -69.6% | +23.3% | -92.9% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling