-100.0%
SONM price history and return analytics
+150.5%
-250.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +2.5% |
| 7D | -1.5% | -2.0% | +0.5% | +1.3% |
| 30D | -11.9% | -1.4% | -10.5% | -10.4% |
| 3M | -34.8% | +4.7% | -39.5% | -39.1% |
| 6M | -25.9% | +11.4% | -37.3% | -37.4% |
| YTD | +0.6% | +13.1% | -12.4% | -17.4% |
| 1Y | -70.2% | +19.0% | -89.2% | -77.1% |
| 3Y | -96.9% | +73.9% | -170.9% | -98.6% |
| 5Y | -99.7% | +65.4% | -165.1% | -99.9% |
| All | -100.0% | +150.5% | -250.5% | -100.0% |
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