+6.7%
ONON vs SM
+70.4%
-63.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -15.3% | +21.1% | +1.8% |
| 7D | +20.9% | -21.5% | +42.4% | +14.3% |
| 30D | +21.1% | -11.4% | +32.5% | +18.1% |
| 3M | +2.7% | +0.6% | +2.1% | +3.8% |
| 6M | +12.6% | +0.2% | +12.4% | +15.2% |
| YTD | -16.9% | +69.7% | -86.6% | -12.9% |
| 1Y | +6.7% | +71.6% | -64.9% | +13.7% |
| All | +6.7% | +70.4% | -63.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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