+190.0%
ON vs SAP
+550.4%
-360.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.6% |
| 7D | -4.1% | +1.5% | -5.6% | -5.2% |
| 30D | -10.2% | +8.8% | -19.0% | -15.1% |
| 3M | -12.7% | +12.1% | -24.8% | -19.6% |
| 6M | -32.5% | +34.6% | -67.1% | -47.4% |
| YTD | +28.6% | -2.1% | +30.7% | +18.4% |
| 1Y | +43.4% | -5.5% | +49.0% | +35.2% |
| 3Y | +3.3% | +67.4% | -64.1% | -33.4% |
| 5Y | +22.5% | +74.6% | -52.1% | -22.3% |
| 10Y | +535.7% | +224.0% | +311.7% | +177.6% |
| All | +190.0% | +550.4% | -360.4% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling