+6.6%
ON vs STT
+182.6%
-176.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +12.2% | +4.8% | +7.5% | +7.8% |
| 30D | -3.1% | +3.9% | -7.1% | -5.9% |
| 3M | -12.9% | -8.2% | -4.7% | -5.6% |
| 6M | -38.6% | +15.6% | -54.2% | -45.4% |
| YTD | +31.2% | +37.6% | -6.4% | -0.4% |
| 1Y | +47.6% | +50.1% | -2.5% | +3.7% |
| 3Y | +6.6% | +183.1% | -176.4% | -56.1% |
| All | +6.6% | +182.6% | -176.0% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling