+43.4%
ON vs SAP
-5.5%
+48.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.2% |
| 7D | -4.1% | +1.5% | -5.6% | -3.6% |
| 30D | -10.2% | +8.8% | -19.0% | -7.7% |
| 3M | -12.7% | +12.1% | -24.8% | -9.2% |
| 6M | -32.5% | +34.6% | -67.1% | -22.1% |
| YTD | +28.6% | -2.1% | +30.7% | +58.0% |
| 1Y | +43.4% | -5.5% | +49.0% | +83.3% |
| All | +43.4% | -5.5% | +48.9% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling