-23.3%
ONON vs SFM
+218.1%
-241.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -5.3% | -8.8% | +3.4% | -3.4% |
| 30D | -13.1% | -14.5% | +1.3% | -10.3% |
| 3M | -29.3% | -16.8% | -12.5% | -26.8% |
| 6M | -34.5% | -5.3% | -29.2% | -34.9% |
| YTD | -42.2% | -9.4% | -32.9% | -42.1% |
| 1Y | -37.3% | -46.2% | +8.8% | -28.6% |
| 3Y | -9.3% | +81.3% | -90.5% | -22.4% |
| All | -23.3% | +218.1% | -241.3% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling