-98.3%
SONM vs VT
+69.7%
-168.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.7% |
| 7D | -22.0% | -2.3% | -19.7% | -19.4% |
| 30D | -45.0% | -5.0% | -40.0% | -41.4% |
| 3M | -46.2% | -4.9% | -41.3% | -42.7% |
| 6M | -59.5% | -1.5% | -58.0% | -58.6% |
| YTD | -32.4% | +8.5% | -40.9% | -39.7% |
| 1Y | -81.5% | +11.4% | -92.9% | -84.2% |
| 3Y | -98.3% | +70.1% | -168.4% | -98.9% |
| All | -98.3% | +69.7% | -168.0% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling