-20.7%
ONON vs SN
+141.7%
-162.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.3% |
| 7D | -10.0% | +1.5% | -11.5% | -10.6% |
| 30D | -5.3% | +21.5% | -26.8% | -13.7% |
| 3M | +6.5% | +20.0% | -13.6% | -2.7% |
| 6M | -5.0% | +119.9% | -124.9% | -38.4% |
| YTD | -27.6% | +102.3% | -130.0% | -51.6% |
| 1Y | -20.7% | +148.0% | -168.7% | -53.1% |
| All | -20.7% | +141.7% | -162.4% | -53.1% |
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