-22.9%
SONO vs VT
+155.6%
-178.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -4.9% | -4.9% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | -3.5% | +1.0% | -4.5% | -4.6% |
| 3M | -5.5% | +2.4% | -7.9% | -8.7% |
| 6M | +0.2% | +12.0% | -11.8% | -13.6% |
| YTD | -12.5% | +15.3% | -27.9% | -27.5% |
| 1Y | +6.9% | +22.6% | -15.7% | -17.6% |
| 3Y | +13.2% | +74.7% | -61.5% | -41.4% |
| 5Y | -62.2% | +66.1% | -128.4% | -78.9% |
| All | -22.9% | +155.6% | -178.4% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling