-23.3%
ONON vs SIMO
+291.4%
-314.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | -5.3% | +12.5% | -17.9% | -7.9% |
| 30D | -13.1% | +18.4% | -31.6% | -16.7% |
| 3M | -29.3% | +5.6% | -34.9% | -32.9% |
| 6M | -34.5% | +116.9% | -151.5% | -52.3% |
| YTD | -42.2% | +188.4% | -230.6% | -62.8% |
| 1Y | -37.3% | +221.3% | -258.6% | -61.8% |
| 3Y | -9.3% | +438.6% | -447.8% | -56.5% |
| All | -23.3% | +291.4% | -314.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling