-22.1%
ONON vs SM
+96.8%
-118.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -27.4% | +31.5% | -58.9% | -31.2% |
| 3M | -26.5% | +17.3% | -43.9% | -29.5% |
| 6M | -34.2% | +48.5% | -82.7% | -41.5% |
| YTD | -41.3% | +106.3% | -147.6% | -52.3% |
| 1Y | -39.7% | +47.3% | -87.0% | -46.9% |
| 3Y | -7.8% | -1.4% | -6.4% | -13.8% |
| All | -22.1% | +96.8% | -118.9% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling