-3.9%
ONON vs SIMO
+150.8%
-154.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.7% |
| 7D | -10.0% | +4.1% | -14.1% | -10.8% |
| 30D | -5.3% | -24.0% | +18.7% | -1.6% |
| 3M | +6.5% | -31.8% | +38.2% | +11.3% |
| 6M | -5.0% | -36.9% | +31.9% | -3.0% |
| YTD | -27.6% | +84.8% | -112.5% | -50.3% |
| 1Y | -20.7% | +99.0% | -119.7% | -47.1% |
| 3Y | +26.6% | +217.9% | -191.3% | -33.2% |
| 5Y | -9.6% | +171.5% | -181.1% | -50.3% |
| All | -3.9% | +150.8% | -154.7% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling