-21.7%
ONON vs SAN
+383.9%
-405.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +0.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -11.6% | +0.9% | -12.6% | -12.1% |
| 3M | -30.1% | +19.1% | -49.2% | -36.5% |
| 6M | -30.5% | +33.2% | -63.7% | -40.5% |
| YTD | -41.0% | +29.1% | -70.1% | -49.1% |
| 1Y | -36.7% | +50.2% | -86.9% | -49.7% |
| 3Y | -8.6% | +351.0% | -359.6% | -62.1% |
| All | -21.7% | +383.9% | -405.5% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling