-20.0%
ONON vs SIMO
+278.1%
-298.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -3.1% |
| 7D | -3.0% | +4.2% | -7.2% | -4.0% |
| 30D | -26.7% | +4.1% | -30.8% | -27.9% |
| 3M | -25.3% | -12.9% | -12.4% | -25.6% |
| 6M | -35.3% | +110.3% | -145.6% | -52.5% |
| YTD | -39.8% | +178.6% | -218.4% | -60.9% |
| 1Y | -39.2% | +220.0% | -259.2% | -63.1% |
| 3Y | -4.2% | +409.0% | -413.3% | -53.3% |
| All | -20.0% | +278.1% | -298.1% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling