+58.5%
ON vs STT
+150.3%
-91.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.5% |
| 7D | -2.2% | +2.2% | -4.3% | -3.7% |
| 30D | -12.4% | +3.9% | -16.3% | -15.0% |
| 3M | -41.2% | +19.2% | -60.4% | -48.6% |
| 6M | +25.0% | +60.4% | -35.4% | -12.5% |
| YTD | +31.3% | +51.5% | -20.2% | -4.6% |
| 1Y | +45.4% | +76.3% | -30.9% | -5.9% |
| 3Y | -27.4% | +200.7% | -228.2% | -68.5% |
| 5Y | +58.5% | +157.5% | -99.0% | -25.5% |
| All | +58.5% | +150.3% | -91.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling