-3.6%
ONON vs SN
+671.7%
-675.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.3% | -6.2% | -7.0% |
| 7D | -4.9% | +7.6% | -12.5% | -7.4% |
| 30D | -1.1% | +22.4% | -23.6% | -8.4% |
| 3M | -10.5% | +21.7% | -32.2% | -17.3% |
| 6M | -1.5% | +102.8% | -104.4% | -25.4% |
| YTD | -25.3% | +102.4% | -127.8% | -43.6% |
| 1Y | -0.7% | +139.0% | -139.7% | -29.3% |
| 3Y | +29.0% | +440.4% | -411.4% | -16.8% |
| All | -3.6% | +671.7% | -675.3% | -38.0% |
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