-23.3%
ONON vs SM
+99.0%
-122.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.3% | +2.1% | -7.5% | -5.7% |
| 30D | -13.1% | +18.1% | -31.3% | -15.9% |
| 3M | -29.3% | +17.0% | -46.3% | -32.1% |
| 6M | -34.5% | +55.4% | -90.0% | -42.4% |
| YTD | -42.2% | +108.6% | -150.8% | -53.1% |
| 1Y | -37.3% | +45.7% | -83.0% | -44.6% |
| 3Y | -9.3% | -0.3% | -8.9% | -15.3% |
| All | -23.3% | +99.0% | -122.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling