-3.9%
ONON vs SNAP
-92.6%
+88.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -10.0% | +6.0% | -16.0% | -11.3% |
| 30D | -5.3% | -13.8% | +8.5% | -2.1% |
| 3M | +6.5% | -0.8% | +7.2% | +5.4% |
| 6M | -5.0% | -6.2% | +1.3% | -6.0% |
| YTD | -27.6% | -34.8% | +7.2% | -22.3% |
| 1Y | -20.7% | -38.7% | +18.0% | -13.5% |
| 3Y | +26.6% | -53.5% | +80.1% | +33.1% |
| 5Y | -9.6% | -90.2% | +80.6% | +33.1% |
| All | -3.9% | -92.6% | +88.7% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling