+209.9%
ON vs SBAC
+413.3%
-203.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.6% |
| 30D | -3.3% | +6.9% | -10.2% | -4.9% |
| 3M | -43.6% | -8.2% | -35.3% | -42.9% |
| 6M | +19.0% | -1.6% | +20.6% | +17.3% |
| YTD | +37.4% | -0.1% | +37.5% | +34.7% |
| 1Y | +54.8% | -0.5% | +55.2% | +51.6% |
| 3Y | -25.2% | -9.1% | -16.1% | -26.5% |
| 5Y | +62.7% | -43.8% | +106.5% | +78.8% |
| 10Y | +574.3% | +80.5% | +493.8% | +455.7% |
| All | +209.9% | +413.3% | -203.4% | +53.4% |
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