-46.6%
SONO vs VT
+58.5%
-105.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.1% |
| 7D | +10.9% | +2.9% | +8.0% | +6.7% |
| 30D | +2.2% | -2.5% | +4.7% | +6.3% |
| 3M | +15.0% | -3.3% | +18.3% | +21.1% |
| 6M | +23.1% | +1.5% | +21.6% | +19.8% |
| YTD | +3.1% | +11.4% | -8.2% | -13.2% |
| 1Y | +5.8% | +11.9% | -6.1% | -11.5% |
| 3Y | +69.6% | +73.9% | -4.3% | -23.9% |
| 5Y | -46.6% | +57.9% | -104.5% | -71.8% |
| All | -46.6% | +58.5% | -105.2% | -71.8% |
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