+629.3%
ON vs SNY
+64.5%
+564.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -3.3% | +5.7% | +3.6% |
| 30D | -8.6% | -2.2% | -6.5% | -8.0% |
| 3M | -34.3% | -3.0% | -31.3% | -34.2% |
| 6M | +28.5% | +2.7% | +25.8% | +25.6% |
| YTD | +40.6% | -6.8% | +47.5% | +42.5% |
| 1Y | +55.3% | -5.3% | +60.6% | +55.8% |
| 3Y | -22.2% | -9.8% | -12.4% | -22.9% |
| 5Y | +62.4% | +9.7% | +52.7% | +40.3% |
| All | +629.3% | +64.5% | +564.8% | +448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling