+546.8%
ON vs STT
+198.7%
+348.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +17.0% | +5.1% | +11.9% | +12.9% |
| 30D | -3.9% | -0.2% | -3.6% | -3.2% |
| 3M | -11.5% | -8.1% | -3.4% | -5.1% |
| 6M | -29.2% | +16.6% | -45.8% | -36.4% |
| YTD | +36.2% | +37.8% | -1.7% | +7.5% |
| 1Y | +49.6% | +46.8% | +2.8% | +12.7% |
| 3Y | +9.4% | +181.2% | -171.7% | -49.2% |
| 5Y | +25.8% | +105.1% | -79.3% | -28.9% |
| All | +546.8% | +198.7% | +348.1% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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