-22.1%
ONON vs SBAC
-42.3%
+20.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.7% | -0.1% | -1.6% | -1.6% |
| 30D | -27.4% | +3.2% | -30.6% | -28.0% |
| 3M | -26.5% | -5.1% | -21.5% | -25.8% |
| 6M | -34.2% | -2.1% | -32.1% | -34.5% |
| YTD | -41.3% | -0.5% | -40.8% | -42.1% |
| 1Y | -39.7% | +1.1% | -40.8% | -40.9% |
| 3Y | -7.8% | -7.4% | -0.4% | -11.4% |
| All | -22.1% | -42.3% | +20.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling