-23.3%
ONON vs SIMO
+309.8%
-333.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -3.5% | +14.5% | -18.0% | -6.4% |
| 30D | -30.8% | +20.4% | -51.2% | -33.8% |
| 3M | -29.8% | +7.1% | -37.0% | -33.4% |
| 6M | -34.8% | +129.2% | -164.1% | -53.1% |
| YTD | -42.3% | +201.9% | -244.2% | -63.2% |
| 1Y | -39.5% | +235.5% | -275.0% | -63.5% |
| 3Y | -9.3% | +463.8% | -473.1% | -56.9% |
| All | -23.3% | +309.8% | -333.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling