-38.0%
ONON vs SFM
-46.5%
+8.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.1% |
| 7D | -5.3% | -8.8% | +3.4% | -4.6% |
| 30D | -13.1% | -14.5% | +1.3% | -12.0% |
| 3M | -29.3% | -16.8% | -12.5% | -28.3% |
| 6M | -34.5% | -5.3% | -29.2% | -34.7% |
| YTD | -42.2% | -9.4% | -32.9% | -41.6% |
| All | -38.0% | -46.5% | +8.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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