Most of our data on this stuff is pretty much artisanal--i.e. anecdotes.
That said, when I sold a thousand copies of my SP novella (that's it at the bottom of the post!) a lot of people in my field, who also do SP and professional publishing, said "Be proud, that's a LOT of copies to move."
When I publish through my Big Six publisher, my MG series (which is doing very well, don't get me wrong!) has an opening print run of at least 20-30K and we expect it to go back to press at least four or five times in the life of the series, if not more. If one of this series doesn't sell at least 30K copies in the first pay period, we all get a little worried and start giving marketing the side-eye.
When I was a complete unknown with a first MG book, its initial print run was 9K in hardback.
When my buddy, the super well-established historical romance author sells a book, the initial print run is going to be at least 300K in paperback.
As the current system stands, nothing I self-publish is ever going to move the kind of numbers that my trade publisher can generally manage in the first week without breaking a sweat.
My first book tanked. It tanked hard. It was a good little book but the stars lined up against it and a lot of things went wrong that were not my fault, not its fault, not the editor's fault. Stuff happens.
It has still, over the last 5 years, mostly on the coat-tails of later, more successful books, manage to sell some 15K copies in hardcover. Whereas my weird little novella, where everything went right, will be successful beyond my wildest dreams if it sells 3000 copies in its life, at a third the cover price of my first book.
That being said, while SP pulls in a lot less money, it's still money. $3K isn't a $40K advance, but I'm still not gonna leave $3K lying on the table.
There is stuff SP is awesome for, and it should totally be used for those things. Just be aware that trade houses will sell oodles more copies and make you oodles more money if you're able to write stuff they're able to sell.