-21.7%
ONON vs SM
+98.6%
-120.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -2.1% | +4.6% | -6.6% | -2.9% |
| 30D | -11.6% | +18.2% | -29.8% | -14.4% |
| 3M | -30.1% | +22.5% | -52.6% | -33.4% |
| 6M | -30.5% | +50.6% | -81.1% | -38.3% |
| YTD | -41.0% | +108.1% | -149.1% | -52.1% |
| 1Y | -36.7% | +46.0% | -82.7% | -44.1% |
| 3Y | -8.6% | +2.9% | -11.5% | -15.4% |
| All | -21.7% | +98.6% | -120.3% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling