-60.4%
SONO vs SPY
+79.8%
-140.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.4% |
| 7D | -9.5% | -2.0% | -7.5% | -6.9% |
| 30D | -2.9% | -1.7% | -1.3% | -0.6% |
| 3M | -0.3% | +4.7% | -5.0% | -7.0% |
| 6M | +2.8% | +12.5% | -9.7% | -12.9% |
| YTD | -16.7% | +11.7% | -28.4% | -28.8% |
| 1Y | -0.3% | +17.5% | -17.8% | -20.3% |
| 3Y | +9.8% | +76.6% | -66.7% | -47.8% |
| 5Y | -60.4% | +82.0% | -142.4% | -81.2% |
| All | -60.4% | +79.8% | -140.2% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling