+561.8%
ON vs SAP
+173.6%
+388.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -3.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.0% |
| 30D | -12.4% | +2.6% | -15.0% | -14.2% |
| 3M | -41.2% | +16.3% | -57.5% | -48.8% |
| 6M | +25.0% | +6.4% | +18.6% | +12.6% |
| YTD | +31.3% | -11.4% | +42.7% | +32.9% |
| 1Y | +45.4% | -20.4% | +65.8% | +61.0% |
| 3Y | -27.4% | +56.5% | -83.9% | -56.0% |
| 5Y | +58.5% | +56.8% | +1.7% | -5.5% |
| 10Y | +561.8% | +176.2% | +385.6% | +135.2% |
| All | +561.8% | +173.6% | +388.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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