-39.2%
ONON vs SAN
+58.9%
-98.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -3.0% | +1.8% | -4.8% | -3.7% |
| 30D | -26.7% | +2.0% | -28.7% | -27.4% |
| 3M | -25.3% | +19.7% | -45.0% | -31.5% |
| 6M | -35.3% | +30.6% | -65.9% | -43.6% |
| YTD | -39.8% | +28.8% | -68.6% | -47.3% |
| 1Y | -39.2% | +57.8% | -97.0% | -46.5% |
| All | -39.2% | +58.9% | -98.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling