+18.7%
ON vs SAP
+73.0%
-54.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.4% |
| 7D | -1.4% | +1.6% | -3.1% | -2.4% |
| 30D | -10.9% | +10.5% | -21.4% | -15.3% |
| 3M | -14.9% | +15.2% | -30.0% | -21.2% |
| 6M | -33.0% | +36.7% | -69.7% | -45.4% |
| YTD | +27.6% | -0.6% | +28.2% | +27.2% |
| 1Y | +44.5% | -4.1% | +48.6% | +48.6% |
| 3Y | +7.4% | +73.2% | -65.8% | -38.4% |
| 5Y | +18.7% | +74.1% | -55.4% | -35.8% |
| All | +18.7% | +73.0% | -54.2% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling