-37.3%
ONON vs SN
+41.3%
-78.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.9% |
| 7D | -5.3% | -7.2% | +1.9% | -2.0% |
| 30D | -13.1% | -13.4% | +0.2% | -7.4% |
| 3M | -29.3% | +26.8% | -56.1% | -38.3% |
| 6M | -34.5% | +44.6% | -79.1% | -47.2% |
| YTD | -42.2% | +45.3% | -87.5% | -53.6% |
| 1Y | -37.3% | +40.1% | -77.4% | -46.3% |
| All | -37.3% | +41.3% | -78.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling