-21.7%
ONON vs SITM
+187.0%
-208.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.5% | +0.6% |
| 7D | -2.1% | +3.9% | -5.9% | -3.1% |
| 30D | -11.6% | -6.6% | -5.0% | -10.5% |
| 3M | -30.1% | -11.9% | -18.2% | -30.3% |
| 6M | -30.5% | +81.1% | -111.6% | -46.5% |
| YTD | -41.0% | +80.0% | -121.0% | -55.5% |
| 1Y | -36.7% | +145.8% | -182.5% | -58.2% |
| 3Y | -8.6% | +475.9% | -484.5% | -62.4% |
| All | -21.7% | +187.0% | -208.7% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling