+24.5%
ONON vs SM
-3.8%
+28.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -9.9% | -5.1% |
| 7D | -11.9% | +10.6% | -22.5% | -12.6% |
| 30D | -6.8% | -15.0% | +8.2% | -5.9% |
| 3M | +6.6% | +1.7% | +5.0% | +5.3% |
| 6M | -2.2% | +5.9% | -8.1% | -5.0% |
| YTD | -28.9% | +79.0% | -107.9% | -40.7% |
| 1Y | -20.3% | +84.7% | -105.0% | -34.3% |
| All | +24.5% | -3.8% | +28.3% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling