-10.5%
ONON vs SMTC
+546.3%
-556.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.5% |
| 7D | -5.3% | +17.5% | -22.9% | -7.8% |
| 30D | -13.1% | +21.3% | -34.4% | -16.3% |
| 3M | -29.3% | +3.1% | -32.5% | -31.3% |
| 6M | -34.5% | +81.7% | -116.2% | -44.2% |
| YTD | -42.2% | +115.9% | -158.2% | -52.5% |
| 1Y | -37.3% | +157.8% | -195.2% | -51.0% |
| All | -10.5% | +546.3% | -556.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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