-7.8%
ONON vs SIMO
+462.5%
-470.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.7% | -3.4% |
| 7D | -1.7% | +14.6% | -16.3% | -3.6% |
| 30D | -27.4% | +6.2% | -33.6% | -28.3% |
| 3M | -26.5% | +3.6% | -30.1% | -28.7% |
| 6M | -34.2% | +130.8% | -165.0% | -49.9% |
| YTD | -41.3% | +195.8% | -237.1% | -59.8% |
| 1Y | -39.7% | +225.0% | -264.7% | -60.8% |
| 3Y | -7.8% | +452.3% | -460.1% | -56.4% |
| All | -7.8% | +462.5% | -470.4% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling