-39.2%
ONON vs SNAP
-24.3%
-14.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.4% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -26.7% | +2.6% | -29.3% | -27.6% |
| 3M | -25.3% | -9.9% | -15.4% | -24.3% |
| 6M | -35.3% | +1.9% | -37.1% | -38.1% |
| YTD | -39.8% | -32.2% | -7.6% | -36.0% |
| 1Y | -39.2% | -22.8% | -16.4% | -38.3% |
| All | -39.2% | -24.3% | -14.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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