-27.2%
SONO vs SPY
+209.6%
-236.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -5.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.8% |
| 30D | -7.4% | -0.9% | -6.4% | -6.2% |
| 3M | -3.1% | +3.9% | -7.0% | -7.7% |
| 6M | +1.5% | +14.5% | -13.0% | -13.5% |
| YTD | -17.5% | +12.9% | -30.4% | -28.6% |
| 1Y | -1.8% | +19.4% | -21.1% | -20.0% |
| 3Y | +8.8% | +78.5% | -69.7% | -42.1% |
| 5Y | -62.2% | +81.8% | -144.0% | -79.9% |
| All | -27.2% | +209.6% | -236.9% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling