-22.1%
ONON vs SGI
+55.0%
-77.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | -1.7% | +9.3% | -10.9% | -7.1% |
| 30D | -27.4% | +6.9% | -34.3% | -30.6% |
| 3M | -26.5% | +2.8% | -29.4% | -28.6% |
| 6M | -34.2% | -12.6% | -21.6% | -29.9% |
| YTD | -41.3% | -21.5% | -19.8% | -33.7% |
| 1Y | -39.7% | -18.8% | -20.9% | -34.3% |
| 3Y | -7.8% | +60.8% | -68.7% | -39.0% |
| All | -22.1% | +55.0% | -77.1% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling