-25.4%
ONON vs SN
+476.8%
-502.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | -0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -2.2% |
| 30D | -30.8% | -9.1% | -21.7% | -28.5% |
| 3M | -29.8% | +31.8% | -61.6% | -37.2% |
| 6M | -34.8% | +52.0% | -86.9% | -44.9% |
| YTD | -42.3% | +51.3% | -93.6% | -51.3% |
| 1Y | -39.5% | +46.9% | -86.4% | -48.7% |
| 3Y | -9.3% | +394.9% | -404.2% | -33.3% |
| All | -25.4% | +476.8% | -502.2% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling