-79.0%
SONM vs VT
+12.5%
-91.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.1% |
| 7D | -6.7% | -0.1% | -6.6% | -6.3% |
| 30D | -35.4% | -3.1% | -32.4% | -34.5% |
| 3M | -33.2% | -3.5% | -29.7% | -32.1% |
| 6M | -53.8% | +0.5% | -54.3% | -53.3% |
| YTD | -25.4% | +10.8% | -36.2% | -21.7% |
| 1Y | -79.0% | +11.9% | -90.9% | -78.7% |
| All | -79.0% | +12.5% | -91.4% | -78.7% |
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