+163.8%
ON vs SBAC
+413.3%
-249.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -11.7% | +1.2% | -12.9% | -12.0% |
| 30D | -23.3% | +11.2% | -34.4% | -25.4% |
| 3M | -19.2% | +4.5% | -23.6% | -20.3% |
| 6M | -40.1% | -12.2% | -28.0% | -39.2% |
| YTD | +16.9% | -0.1% | +17.0% | +14.2% |
| 1Y | +29.7% | -0.3% | +30.0% | +26.7% |
| 3Y | -4.4% | -8.7% | +4.3% | -6.4% |
| 5Y | +7.1% | -40.2% | +47.2% | +15.6% |
| 10Y | +447.2% | +97.3% | +349.9% | +340.3% |
| All | +163.8% | +413.3% | -249.5% | +30.1% |
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