-99.4%
SONM vs VT
+53.2%
-152.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -5.4% |
| 7D | -17.0% | -4.2% | -12.8% | -12.1% |
| 30D | -42.4% | -5.8% | -36.6% | -37.8% |
| 3M | -42.4% | -5.2% | -37.1% | -38.2% |
| 6M | -53.1% | +0.1% | -53.2% | -52.9% |
| YTD | -27.0% | +8.2% | -35.2% | -34.8% |
| 1Y | -80.1% | +10.1% | -90.2% | -82.7% |
| 3Y | -98.2% | +69.7% | -167.9% | -99.1% |
| 5Y | -99.4% | +53.4% | -152.7% | -99.6% |
| All | -99.4% | +53.2% | -152.6% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling