+4.0%
ONON vs SCHG
+0.2%
+3.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | +2.0% |
| 7D | +14.5% | -6.8% | +21.2% | +21.4% |
| 30D | +13.3% | -11.2% | +24.5% | +25.7% |
| 3M | -1.7% | -7.4% | +5.7% | +4.7% |
| 6M | +8.5% | -1.0% | +9.6% | +8.1% |
| YTD | -19.2% | +0.9% | -20.1% | -23.9% |
| 1Y | +4.0% | -0.2% | +4.2% | -1.5% |
| All | +4.0% | +0.2% | +3.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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