-39.2%
ONON vs SGI
-17.2%
-22.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -3.0% | +8.5% | -11.5% | -6.0% |
| 30D | -26.7% | +0.7% | -27.4% | -27.0% |
| 3M | -25.3% | +0.6% | -25.9% | -25.8% |
| 6M | -35.3% | -17.9% | -17.3% | -32.5% |
| YTD | -39.8% | -21.2% | -18.6% | -36.9% |
| 1Y | -39.2% | -18.9% | -20.4% | -35.7% |
| All | -39.2% | -17.2% | -22.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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