-100.0%
SONM vs VT
+146.6%
-246.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +0.6% |
| 7D | -17.8% | +0.4% | -18.1% | -17.9% |
| 30D | -39.0% | -2.6% | -36.4% | -36.6% |
| 3M | -41.3% | -3.2% | -38.0% | -38.3% |
| 6M | -56.4% | +0.9% | -57.3% | -56.9% |
| YTD | -29.5% | +11.3% | -40.8% | -40.6% |
| 1Y | -80.5% | +14.0% | -94.5% | -84.2% |
| 3Y | -98.2% | +75.8% | -174.1% | -99.2% |
| 5Y | -99.4% | +57.8% | -157.2% | -99.7% |
| All | -100.0% | +146.6% | -246.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling