-14.6%
SONO vs VT
+146.6%
-161.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.4% |
| 7D | +8.1% | +0.4% | +7.8% | +7.6% |
| 30D | -1.4% | -2.6% | +1.1% | +1.9% |
| 3M | +8.8% | -3.2% | +12.0% | +13.5% |
| 6M | +12.9% | +0.9% | +12.0% | +11.1% |
| YTD | -3.1% | +11.3% | -14.4% | -16.0% |
| 1Y | +4.4% | +14.0% | -9.6% | -12.0% |
| 3Y | +64.2% | +75.8% | -11.7% | -15.5% |
| 5Y | -51.2% | +57.8% | -109.1% | -71.1% |
| All | -14.6% | +146.6% | -161.2% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling