-9.2%
ONON vs SM
+5.6%
-14.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -9.9% | -5.6% |
| 7D | -11.9% | +10.6% | -22.5% | -13.5% |
| 30D | -6.8% | -15.0% | +8.2% | -4.9% |
| 3M | +6.6% | +1.7% | +5.0% | +4.7% |
| 6M | -2.2% | +5.9% | -8.1% | -6.2% |
| YTD | -28.9% | +79.0% | -107.9% | -41.9% |
| 1Y | -20.3% | +84.7% | -105.0% | -35.5% |
| 3Y | +22.9% | -3.5% | +26.4% | +13.0% |
| All | -9.2% | +5.6% | -14.8% | -19.7% |
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 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