-21.7%
ONON vs SNAP
-92.0%
+70.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.3% |
| 7D | -2.1% | +3.8% | -5.9% | -3.0% |
| 30D | -11.6% | +9.2% | -20.8% | -14.0% |
| 3M | -30.1% | +6.6% | -36.7% | -32.3% |
| 6M | -30.5% | +16.9% | -47.4% | -35.0% |
| YTD | -41.0% | -29.6% | -11.4% | -37.4% |
| 1Y | -36.7% | -22.1% | -14.6% | -34.9% |
| 3Y | -8.6% | -39.8% | +31.2% | -9.9% |
| All | -21.7% | -92.0% | +70.4% | +17.3% |
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 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