-36.7%
ONON vs SGI
-21.0%
-15.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -2.1% | -4.5% | +2.4% | -0.4% |
| 30D | -11.6% | +4.2% | -15.8% | -13.0% |
| 3M | -30.1% | -7.4% | -22.6% | -28.3% |
| 6M | -30.5% | -15.1% | -15.4% | -27.6% |
| YTD | -41.0% | -24.7% | -16.3% | -37.1% |
| 1Y | -36.7% | -21.8% | -14.9% | -31.3% |
| All | -36.7% | -21.0% | -15.7% | -31.3% |
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