-21.7%
ONON vs SCHG
+85.6%
-107.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.9% |
| 7D | -2.1% | -1.0% | -1.0% | -0.7% |
| 30D | -11.6% | -1.3% | -10.3% | -10.0% |
| 3M | -30.1% | +5.4% | -35.5% | -34.8% |
| 6M | -30.5% | +14.4% | -44.9% | -41.9% |
| YTD | -41.0% | +8.0% | -49.1% | -46.8% |
| 1Y | -36.7% | +12.7% | -49.4% | -46.4% |
| 3Y | -8.6% | +85.6% | -94.2% | -62.9% |
| All | -21.7% | +85.6% | -107.3% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling