-24.1%
SONO vs SPY
+209.0%
-233.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.4% |
| 7D | -1.6% | -0.8% | -0.8% | -0.6% |
| 30D | -4.0% | -1.1% | -2.9% | -2.7% |
| 3M | -2.1% | +3.9% | -5.9% | -6.8% |
| 6M | +6.9% | +13.6% | -6.8% | -8.1% |
| YTD | -13.9% | +12.7% | -26.6% | -25.3% |
| 1Y | -0.2% | +17.5% | -17.7% | -17.3% |
| 3Y | +13.7% | +76.9% | -63.2% | -38.9% |
| 5Y | -59.1% | +83.6% | -142.7% | -78.5% |
| All | -24.1% | +209.0% | -233.0% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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