-36.7%
ONON vs SITM
+155.7%
-192.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.5% | +1.7% |
| 7D | -2.1% | +3.9% | -5.9% | -2.3% |
| 30D | -11.6% | -6.6% | -5.0% | -11.4% |
| 3M | -30.1% | -11.9% | -18.2% | -29.4% |
| 6M | -30.5% | +81.1% | -111.6% | -38.1% |
| YTD | -41.0% | +80.0% | -121.0% | -47.4% |
| 1Y | -36.7% | +145.8% | -182.5% | -45.9% |
| All | -36.7% | +155.7% | -192.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling