+6.7%
ONON vs SAN
+23.5%
-16.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.4% | -0.6% | +3.1% |
| 7D | +20.9% | +4.5% | +16.4% | +18.6% |
| 30D | +21.1% | -12.1% | +33.2% | +27.5% |
| 3M | +2.7% | -15.6% | +18.2% | +9.7% |
| 6M | +12.6% | +5.8% | +6.8% | +5.8% |
| YTD | -16.9% | +5.5% | -22.4% | -23.7% |
| 1Y | +6.7% | +23.6% | -16.9% | -14.4% |
| All | +6.7% | +23.5% | -16.8% | -14.4% |
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