+206.8%
ON vs SBAC
+414.9%
-208.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +3.3% | -2.8% | +6.1% | +4.1% |
| 30D | -3.1% | +3.1% | -6.3% | -4.1% |
| 3M | -9.2% | +5.1% | -14.4% | -10.7% |
| 6M | -31.4% | -11.4% | -20.0% | -30.4% |
| YTD | +36.0% | +0.2% | +35.8% | +32.7% |
| 1Y | +52.0% | -3.9% | +55.9% | +49.9% |
| 3Y | +9.3% | -7.7% | +16.9% | +6.7% |
| 5Y | +26.5% | -39.7% | +66.2% | +36.3% |
| 10Y | +556.1% | +111.9% | +444.2% | +419.6% |
| All | +206.8% | +414.9% | -208.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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