-78.4%
SONM vs VT
+11.9%
-90.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +3.5% | +2.9% | +0.6% | +1.8% |
| 30D | -23.2% | -2.5% | -20.7% | -22.3% |
| 3M | -31.4% | -3.3% | -28.1% | -30.4% |
| 6M | -53.3% | +1.5% | -54.9% | -52.9% |
| YTD | -24.4% | +11.4% | -35.8% | -20.9% |
| 1Y | -78.4% | +11.9% | -90.3% | -78.0% |
| All | -78.4% | +11.9% | -90.2% | -78.0% |
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 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