-7.7%
ONON vs SAN
+294.0%
-301.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -10.0% | +4.0% | -14.0% | -11.8% |
| 30D | -5.3% | -7.8% | +2.6% | -1.8% |
| 3M | +6.5% | -16.4% | +22.8% | +15.4% |
| 6M | -5.0% | +3.5% | -8.5% | -8.4% |
| YTD | -27.6% | +6.7% | -34.3% | -31.9% |
| 1Y | -20.7% | +14.5% | -35.2% | -28.1% |
| 3Y | +26.6% | +243.5% | -216.9% | -39.7% |
| All | -7.7% | +294.0% | -301.7% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling